FTSE 100 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:8.67% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0739 | 9.82 | |
| 0.0879 | 34.50 | |
| 0.9855 | 623.34 | |
| 8.9965 | 5.40 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
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