FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.4374	3.73
$α$	0.1995	8.67
$β$	0.6124	17.02
$γ_{1}$	-0.0522	-0.88
$γ_{2}$	0.1243	1.52
$γ_{3}$	-0.1185	-2.38
$γ_{4}$	-0.0367	-0.85
$γ_{5}$	0.1989	5.47
$γ_{6}$	-0.2037	-5.81
$γ_{7}$	0.2017	4.28
$γ_{8}$	-0.1688	-2.65
$γ_{9}$	0.0297	0.47
$γ_{10}$	0.0363	0.90

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Capita PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:45.25% (+1.57%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Capita PLC Analyses