V-Lab: FTSE 100 Index Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

FTSE 100 Index Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:8.08% (+0.23%)

Analysis last updated: Thursday, May 16, 2024 at 04:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0256	31.99
$α$	0.1656	62.26
$β$	0.8192	287.75
$γ$	0.2499	27.40
$δ$	1.0969	34.50

Estimation Period:
Jan 1, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts