FTSE 100 Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 10th, 2025:9.62% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9767 | 10.06 | |
| 0.1051 | 11.27 | |
| 0.8749 | 90.13 | |
| 0.0000 | 0.13 |
Estimation Period:
Jan 1, 1990 to Nov 7, 2025
Jan 1, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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