FTSE 100 Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:10.07% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0004 | -0.21 | |
| 0.0812 | 48.11 | |
| 0.8927 | 477.11 | |
| 0.5723 | 27.25 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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