FTSE 100 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 10th, 2026:20.92% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0000 | 0.01 | |
| 0.8325 | 227.46 | |
| 0.1883 | 49.53 | |
| 0.0054 | 6.03 | |
| 0.0369 | 6.49 | |
| 0.9574 | 147.68 |
Estimation Period:
Jan 1, 1990 to Mar 6, 2026
Jan 1, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
Other FTSE 100 Index Analyses
Other MF2-GARCH Analyses on Equity Indices