FTSE 100 Index GARCH Volatility Analysis
Volatility Prediction for Thursday, October 16th, 2025:9.50% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0220 | 25.01 | |
| 0.1053 | 45.59 | |
| 0.8745 | 360.32 |
Estimation Period:
Jan 1, 1990 to Oct 10, 2025
Jan 1, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
Other FTSE 100 Index Analyses
Other GARCH Analyses on Equity Indices