FTSE 100 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, December 2nd, 2025:10.67% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0784 | 9.86 | |
| 0.0878 | 34.38 | |
| 0.9854 | 619.34 | |
| 8.9881 | 5.39 |
Estimation Period:
Jan 1, 1990 to Nov 28, 2025
Jan 1, 1990 to Nov 28, 2025
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