FTSE All-Share Index GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
11.73%
increased by 2.00%
1 Week
11.92%
increased by 2.19%
1 Month
12.54%
increased by 2.81%
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 | |
|---|---|---|
| 0.0207 | 25.84 | |
| 0.1120 | 45.12 | |
| 0.8663 | 341.47 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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