FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.4215	3.62
$α$	0.2052	8.65
$β$	0.6057	16.75
$γ_{1}$	-0.0727	-1.22
$γ_{2}$	0.1550	1.88
$γ_{3}$	-0.1306	-2.61
$γ_{4}$	-0.0406	-0.94
$γ_{5}$	0.2145	5.89
$γ_{6}$	-0.2243	-6.35
$γ_{7}$	0.2242	4.66
$γ_{8}$	-0.1968	-2.99
$γ_{9}$	0.0752	1.01
$γ_{10}$	-0.0716	-0.69

V-Lab

Capita PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:35.06% (-2.72%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Capita PLC Analyses