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

V-Lab

FTSE 100 Index Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:6.89% (-0.31%)

Analysis last updated: Friday, July 4, 2025 at 04:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0249	7.65
$α$	0.1098	9.43
$β$	0.8497	62.12
$γ_{1}$	0.0004	0.01
$γ_{2}$	0.0463	1.14
$γ_{3}$	-0.1298	-5.10
$γ_{4}$	0.1779	7.90
$γ_{5}$	-0.1808	-7.60
$γ_{6}$	0.1360	4.89
$γ_{7}$	-0.0492	-1.61
$γ_{8}$	-0.0746	-1.33

Estimation Period:
Jan 1, 1990 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts