FTSE 100 Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:11.37% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9815 | 10.15 | |
| 0.1050 | 11.31 | |
| 0.8750 | 90.58 | |
| 0.0000 | 0.20 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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