FTSE 100 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:10.43% (+0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0822 | 9.77 | |
| 0.0880 | 34.35 | |
| 0.9854 | 611.64 | |
| 8.9450 | 5.40 |
Estimation Period:
Jan 1, 1990 to Oct 10, 2025
Jan 1, 1990 to Oct 10, 2025
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