FTSE 100 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
16.65%
increased by 0.12%
1 Week
16.64%
increased by 0.11%
1 Month
16.63%
increased by 0.10%
Analysis last updated: Thursday, May 21, 2026 at 02:16 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0814 | 9.92 | |
| 0.0882 | 34.32 | |
| 0.9853 | 623.22 | |
| 9.0317 | 5.38 |
Estimation Period:
Jan 1, 1990 to May 15, 2026
Jan 1, 1990 to May 15, 2026
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