FTSE 100 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, July 3rd, 2026
1 Day
11.86%
increased by 2.23%
1 Week
12.02%
increased by 2.39%
1 Month
12.58%
increased by 2.95%
Analysis last updated: Thursday, July 2, 2026 at 05:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0708 | 10.02 | |
| 0.0881 | 34.22 | |
| 0.9851 | 620.35 | |
| 9.0097 | 5.38 |
Estimation Period:
Jan 1, 1990 to Jun 26, 2026
Jan 1, 1990 to Jun 26, 2026
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