FTSE 100 Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.26% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9815 | 10.15 | |
| 0.1051 | 11.31 | |
| 0.8749 | 90.44 | |
| 0.0000 | 0.20 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other FTSE 100 Index Analyses
Other Zero Slope Spline-GARCH Analyses on Equity Indices