FTSE 100 Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:17.82% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0513 | 7.61 | |
| 0.1091 | 10.05 | |
| 0.8526 | 66.68 | |
| 0.0061 | 0.23 | |
| 0.0333 | 0.83 | |
| -0.1140 | -4.47 | |
| 0.1624 | 7.15 | |
| -0.1723 | -7.36 | |
| 0.1444 | 5.10 | |
| -0.0802 | -2.66 | |
| -0.0227 | -0.49 |
Estimation Period:
Jan 1, 1990 to Mar 6, 2026
Jan 1, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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