FTSE 100 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:12.14% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0800 | 9.85 | |
| 0.0879 | 34.36 | |
| 0.9854 | 618.56 | |
| 8.9858 | 5.39 |
Estimation Period:
Jan 1, 1990 to Nov 21, 2025
Jan 1, 1990 to Nov 21, 2025
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