FTSE 100 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:16.82% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0809 | 9.92 | |
| 0.0884 | 34.38 | |
| 0.9853 | 620.84 | |
| 9.0149 | 5.39 |
Estimation Period:
Jan 1, 1990 to Mar 6, 2026
Jan 1, 1990 to Mar 6, 2026
Other FTSE 100 Index Analyses
Other GAS-GARCH Student T Analyses on Equity Indices