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 Wednesday, November 26th, 2025:11.35% (-0.59%)

Analysis last updated: Tuesday, November 25, 2025 at 05:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0000	0.01
$β$	0.8354	232.33
$γ$	0.1860	49.57
$λ_{1}$	0.0049	6.11
$λ_{2}$	0.0352	6.58
$λ_{3}$	0.9595	157.76

Estimation Period:
Jan 1, 1990 to Nov 21, 2025

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