FTSE 100 Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:9.97% (+0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9742 | 10.07 | |
| 0.1053 | 11.27 | |
| 0.8746 | 89.76 | |
| 0.0000 | 0.09 |
Estimation Period:
Jan 1, 1990 to Oct 17, 2025
Jan 1, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
Other FTSE 100 Index Analyses
Other Zero Slope Spline-GARCH Analyses on Equity Indices