FTSE 100 Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:15.66% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9805 | 10.17 | |
| 0.1055 | 11.36 | |
| 0.8744 | 90.31 | |
| 0.0000 | 0.15 |
Estimation Period:
Jan 1, 1990 to Mar 13, 2026
Jan 1, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
Other FTSE 100 Index Analyses
Other Zero Slope Spline-GARCH Analyses on Equity Indices