FTSE 100 Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.88% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0438 | 7.66 | |
| 0.1082 | 9.87 | |
| 0.8527 | 65.82 | |
| 0.0054 | 0.20 | |
| 0.0351 | 0.87 | |
| -0.1164 | -4.59 | |
| 0.1646 | 7.33 | |
| -0.1733 | -7.46 | |
| 0.1425 | 5.09 | |
| -0.0735 | -2.47 | |
| -0.0390 | -0.84 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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