V-Lab: FTSE 100 Index MF2-GARCH Volatility Analysis

Skip to main content

V-Lab

FTSE 100 Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, November 17th, 2025:12.92% (+2.09%)

Analysis last updated: Friday, November 14, 2025 at 05:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0000	0.01
$β$	0.8352	232.00
$γ$	0.1864	49.57
$λ_{1}$	0.0049	6.10
$λ_{2}$	0.0352	6.59
$λ_{3}$	0.9594	157.49

Estimation Period:
Jan 1, 1990 to Nov 14, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts