FTSE 100 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:9.34% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0772 | 9.83 | |
| 0.0879 | 34.39 | |
| 0.9854 | 617.79 | |
| 8.9739 | 5.40 |
Estimation Period:
Jan 1, 1990 to Dec 5, 2025
Jan 1, 1990 to Dec 5, 2025
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