FTSE 100 Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
17.22%
decreased by 0.83%
1 Week
16.96%
decreased by 1.09%
1 Month
16.38%
decreased by 1.67%
Analysis last updated: Saturday, May 9, 2026 at 02:07 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 | |
| 0.8327 | 228.65 | |
| 0.1885 | 49.83 | |
| 0.0054 | 6.17 | |
| 0.0369 | 6.54 | |
| 0.9573 | 148.58 |
Estimation Period:
Jan 1, 1990 to May 8, 2026
Jan 1, 1990 to May 8, 2026
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