FTSE 100 Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
11.66%
decreased by 0.38%
1 Week
12.03%
decreased by 0.01%
1 Month
12.98%
increased by 0.94%
Analysis last updated: Friday, June 5, 2026 at 05:04 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 | |
| 0.8330 | 229.53 | |
| 0.1882 | 49.88 | |
| 0.0053 | 6.22 | |
| 0.0362 | 6.59 | |
| 0.9582 | 153.03 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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