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

V-Lab

FTSE 100 Index Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 25th, 2025:25.61% (-1.56%)

Analysis last updated: Thursday, April 24, 2025 at 04:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9931	8.65
$α$	0.1010	10.96
$β$	0.8804	91.82
$γ_{1}$	0.0004	0.60

Estimation Period:
Jan 1, 1990 to Apr 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts