FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.6833	8.22
$α$	0.0641	6.83
$β$	0.8727	45.69
$γ_{1}$	-0.0512	-1.71
$γ_{2}$	0.1118	2.50
$γ_{3}$	-0.1677	-4.47
$γ_{4}$	0.1747	3.28
$γ_{5}$	-0.0933	-1.69
$γ_{6}$	0.0461	1.19
$γ_{7}$	0.0040	0.14
$γ_{8}$	-0.0823	-2.31
$γ_{9}$	0.1222	2.01

V-Lab

British American Tobacco PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:26.29% (+0.61%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other British American Tobacco PLC Analyses