FTSE 100 Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:13.01% (+0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9751 | 10.09 | |
| 0.1053 | 11.28 | |
| 0.8746 | 89.90 | |
| 0.0000 | 0.10 |
Estimation Period:
Jan 1, 1990 to Nov 14, 2025
Jan 1, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
Other FTSE 100 Index Analyses
Other Zero Slope Spline-GARCH Analyses on Equity Indices