FTSE 100 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:9.47% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0000 | 0.01 | |
| 0.8348 | 231.49 | |
| 0.1862 | 49.53 | |
| 0.0049 | 6.08 | |
| 0.0351 | 6.59 | |
| 0.9596 | 158.27 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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