FTSE 100 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:11.51% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0772 | 9.90 | |
| 0.0882 | 34.37 | |
| 0.9853 | 618.12 | |
| 8.9978 | 5.39 |
Estimation Period:
Jan 1, 1990 to Dec 19, 2025
Jan 1, 1990 to Dec 19, 2025
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