FTSE 100 Index MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, March 31st, 2026
1 Day
17.53%
decreased by 1.13%
1 Week
17.22%
decreased by 1.44%
1 Month
16.45%
decreased by 2.21%
Analysis last updated: Monday, March 30, 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 | |
| 0.8331 | 228.31 | |
| 0.1875 | 49.58 | |
| 0.0054 | 6.10 | |
| 0.0368 | 6.50 | |
| 0.9575 | 148.26 |
Estimation Period:
Jan 1, 1990 to Mar 27, 2026
Jan 1, 1990 to Mar 27, 2026
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