FTSE 250 Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
12.93%
increased by 0.28%
1 Week
13.02%
increased by 0.37%
1 Month
13.34%
increased by 0.69%
Analysis last updated: Tuesday, June 9, 2026 at 05:17 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1229 | 5.56 | |
| 0.1058 | 45.10 | |
| 0.9903 | 555.11 | |
| 6.9740 | 9.14 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
Other GAS-GARCH Student T Analyses on Equity Indices