FTSE 100 Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 14th, 2026:10.31% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0217 | 25.09 | |
| 0.1051 | 45.78 | |
| 0.8749 | 363.63 |
Estimation Period:
Jan 1, 1990 to Jan 9, 2026
Jan 1, 1990 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
Other FTSE 100 Index Analyses
Other GARCH Analyses on Equity Indices