FTSE 100 Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 28th, 2025:11.46% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9751 | 10.10 | |
| 0.1051 | 11.29 | |
| 0.8748 | 90.11 | |
| 0.0000 | 0.11 |
Estimation Period:
Jan 1, 1990 to Nov 21, 2025
Jan 1, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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