FTSE 100 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 1st, 2026
1 Day
15.36%
increased by 1.81%
1 Week
15.40%
increased by 1.85%
1 Month
15.52%
increased by 1.97%
Analysis last updated: Thursday, April 30, 2026 at 05:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0761 | 9.98 | |
| 0.0884 | 34.30 | |
| 0.9852 | 619.60 | |
| 9.0147 | 5.39 |
Estimation Period:
Jan 1, 1990 to Apr 24, 2026
Jan 1, 1990 to Apr 24, 2026
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