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

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V-Lab

FTSE 100 Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, October 13th, 2025:9.62% (+1.92%)

Analysis last updated: Friday, October 10, 2025 at 04:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0000	0.01
$β$	0.8357	232.77
$γ$	0.1860	49.55
$λ_{1}$	0.0048	6.09
$λ_{2}$	0.0350	6.62
$λ_{3}$	0.9598	159.89

Estimation Period:
Jan 1, 1990 to Oct 10, 2025

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