FTSE 100 Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
14.32%
decreased by 0.74%
1 Week
14.42%
decreased by 0.64%
1 Month
14.71%
decreased by 0.35%
Analysis last updated: Friday, May 22, 2026 at 02:14 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0000 | 0.01 | |
| 0.8330 | 229.02 | |
| 0.1881 | 49.81 | |
| 0.0054 | 6.18 | |
| 0.0369 | 6.54 | |
| 0.9573 | 148.68 |
Estimation Period:
Jan 1, 1990 to May 15, 2026
Jan 1, 1990 to May 15, 2026
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