FTSE 100 Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 8th, 2026:11.27% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9798 | 10.11 | |
| 0.1052 | 11.31 | |
| 0.8747 | 90.19 | |
| 0.0000 | 0.18 |
Estimation Period:
Jan 1, 1990 to Jan 2, 2026
Jan 1, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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