FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.6904	5.64
$α$	0.1129	8.46
$β$	0.8344	48.54
$γ_{1}$	-0.1223	-3.33
$γ_{2}$	0.2156	4.10
$γ_{3}$	-0.1797	-6.18
$γ_{4}$	0.1359	5.46
$γ_{5}$	-0.0785	-3.54
$γ_{6}$	0.0496	2.12
$γ_{7}$	-0.0127	-0.48
$γ_{8}$	-0.0188	-0.90

V-Lab

BAE Systems PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:32.83% (-2.32%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other BAE Systems PLC Analyses