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

V-Lab

FTSE 100 Index Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, August 16th, 2022:11.16% (-0.34%)

Analysis last updated: Monday, August 15, 2022, 04:32 PM UTC

Date Range:

from

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

Parameter Estimates

	param	t-stat
$ω$	1.0528	7.96
$α$	0.0956	11.10
$β$	0.8888	101.82
$γ_{1}$	0.0012	1.24

Estimation Period:
Jan 1, 1990 to Aug 12, 2022

News Impact Curve

Volatility Forecasts

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