FTSE 100 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:9.98% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0802 | 9.77 | |
| 0.0877 | 34.42 | |
| 0.9855 | 616.68 | |
| 8.9603 | 5.40 |
Estimation Period:
Jan 1, 1990 to Oct 31, 2025
Jan 1, 1990 to Oct 31, 2025
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