FTSE 100 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
11.97%
increased by 1.83%
1 Week
12.12%
increased by 1.98%
1 Month
12.67%
increased by 2.53%
Analysis last updated: Tuesday, June 9, 2026 at 05:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0728 | 10.03 | |
| 0.0886 | 34.25 | |
| 0.9850 | 617.58 | |
| 9.0168 | 5.39 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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