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

Skip to main content

V-Lab

FTSE 100 Index Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 9th, 2025:7.23% (-0.26%)

Analysis last updated: Monday, December 8, 2025 at 05:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0384	7.66
$α$	0.1086	9.75
$β$	0.8519	64.86
$γ_{1}$	0.0041	0.15
$γ_{2}$	0.0381	0.95
$γ_{3}$	-0.1200	-4.74
$γ_{4}$	0.1682	7.51
$γ_{5}$	-0.1752	-7.52
$γ_{6}$	0.1402	5.05
$γ_{7}$	-0.0654	-2.20
$γ_{8}$	-0.0537	-1.10

Estimation Period:
Jan 1, 1990 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts