FTSE 100 Index GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:13.01% (+0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0219 | 25.08 | |
| 0.1052 | 45.66 | |
| 0.8747 | 361.88 |
Estimation Period:
Jan 1, 1990 to Nov 14, 2025
Jan 1, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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