FTSE 100 Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 29th, 2026:9.14% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9819 | 10.11 | |
| 0.1050 | 11.30 | |
| 0.8750 | 90.44 | |
| 0.0000 | 0.22 |
Estimation Period:
Jan 1, 1990 to Jan 23, 2026
Jan 1, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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