FTSE 100 Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:9.89% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0457 | 7.66 | |
| 0.1082 | 9.90 | |
| 0.8530 | 66.08 | |
| 0.0058 | 0.21 | |
| 0.0343 | 0.86 | |
| -0.1155 | -4.56 | |
| 0.1638 | 7.28 | |
| -0.1728 | -7.43 | |
| 0.1427 | 5.09 | |
| -0.0748 | -2.51 | |
| -0.0369 | -0.80 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other FTSE 100 Index Analyses
Other Spline-GARCH Analyses on Equity Indices