FTSE 100 Index GARCH Volatility Analysis
Volatility prediction for Tuesday, May 12th, 2026
1 Day
17.17%
decreased by 0.91%
1 Week
17.15%
decreased by 0.93%
1 Month
17.06%
decreased by 1.02%
Analysis last updated: Tuesday, May 12, 2026 at 02:15 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0218 | 25.26 | |
| 0.1055 | 46.13 | |
| 0.8745 | 365.15 |
Estimation Period:
Jan 1, 1990 to May 8, 2026
Jan 1, 1990 to May 8, 2026
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