FTSE 100 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, January 13th, 2026:10.73% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0752 | 9.91 | |
| 0.0880 | 34.39 | |
| 0.9853 | 620.48 | |
| 9.0057 | 5.38 |
Estimation Period:
Jan 1, 1990 to Jan 9, 2026
Jan 1, 1990 to Jan 9, 2026
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