FTSE 100 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:8.66% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0000 | 0.01 | |
| 0.8349 | 231.84 | |
| 0.1863 | 49.60 | |
| 0.0048 | 6.08 | |
| 0.0349 | 6.63 | |
| 0.9599 | 160.22 |
Estimation Period:
Jan 1, 1990 to Jan 23, 2026
Jan 1, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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