FTSE 100 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:11.57% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0727 | 9.94 | |
| 0.0879 | 34.43 | |
| 0.9853 | 624.43 | |
| 9.0249 | 5.38 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
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