V-Lab: FTSE 100 Index Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

FTSE 100 Index Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, March 23rd, 2023:22.67% (-1.19%)

Analysis last updated: Wednesday, March 22, 2023, 05:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0445	8.20
$α$	0.0995	11.26
$β$	0.8839	97.52
$γ_{1}$	0.0010	1.23

Estimation Period:
Jan 1, 1990 to Mar 17, 2023

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