FTSE 100 Index MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
9.98%
decreased by 0.18%
1 Week
10.57%
increased by 0.41%
1 Month
11.86%
increased by 1.70%
Analysis last updated: Tuesday, July 7, 2026 at 05:03 PM 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 | |
| 0.8331 | 229.32 | |
| 0.1878 | 49.84 | |
| 0.0053 | 6.22 | |
| 0.0362 | 6.59 | |
| 0.9581 | 152.85 |
Estimation Period:
Jan 1, 1990 to Jul 3, 2026
Jan 1, 1990 to Jul 3, 2026
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