FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.9702	4.18
$α$	0.0678	6.89
$β$	0.8953	60.81
$γ_{1}$	-0.1502	-2.49
$γ_{2}$	0.3175	4.02
$γ_{3}$	-0.2828	-7.01
$γ_{4}$	0.1276	3.26
$γ_{5}$	0.0093	0.24
$γ_{6}$	-0.0153	-0.39
$γ_{7}$	-0.0151	-0.52

V-Lab

CRH PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:31.41% (-0.90%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CRH PLC Analyses