FTSE 100 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 6th, 2026:7.99% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0000 | 0.01 | |
| 0.8345 | 231.37 | |
| 0.1868 | 49.68 | |
| 0.0047 | 6.08 | |
| 0.0349 | 6.64 | |
| 0.9599 | 160.66 |
Estimation Period:
Jan 1, 1990 to Jan 2, 2026
Jan 1, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
Other FTSE 100 Index Analyses
Other MF2-GARCH Analyses on Equity Indices