FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.9189	4.92
$α$	0.0729	7.35
$β$	0.8685	49.37
$γ_{1}$	0.0021	0.05
$γ_{2}$	0.0903	1.34
$γ_{3}$	-0.2390	-5.99
$γ_{4}$	0.2569	8.64
$γ_{5}$	-0.1526	-4.66
$γ_{6}$	0.0285	0.78
$γ_{7}$	0.0653	1.42
$γ_{8}$	-0.0917	-1.65
$γ_{9}$	0.0471	1.07

V-Lab

Johnson Matthey PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:28.69% (-0.75%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Johnson Matthey PLC Analyses