FTSE 100 Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:9.91% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0208 | 36.74 | |
| 0.0747 | 47.05 | |
| 0.9221 | 583.98 | |
| 0.8149 | 36.36 | |
| 0.9563 | 41.18 |
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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