V-Lab
FTSE 100 Volatility Index APARCH Volatility Analysis
Volatility Prediction for Thursday, August 1st, 2019:51.95% (-0.63%)
Analysis last updated: Wednesday, July 31, 2019 at 06:11 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2381 | 8.25 | |
| 0.0581 | 12.55 | |
| 0.9277 | 204.34 | |
| -0.6125 | -5.63 | |
| 1.1753 | 21.69 |
Estimation Period:
Jan 5, 2000 to Jul 26, 2019
Jan 5, 2000 to Jul 26, 2019
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