FTSE 100 Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 19th, 2025:11.24% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9796 | 10.10 | |
| 0.1054 | 11.31 | |
| 0.8745 | 89.98 | |
| 0.0000 | 0.17 |
Estimation Period:
Jan 1, 1990 to Dec 12, 2025
Jan 1, 1990 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
Other FTSE 100 Index Analyses
Other Zero Slope Spline-GARCH Analyses on Equity Indices