FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.2547	6.94
$α$	0.1154	9.81
$β$	0.8452	59.75
$γ_{1}$	0.0110	0.43
$γ_{2}$	0.0551	1.35
$γ_{3}$	-0.1604	-5.54
$γ_{4}$	0.1885	7.68
$γ_{5}$	-0.1769	-7.17
$γ_{6}$	0.1144	4.19
$γ_{7}$	-0.0030	-0.10
$γ_{8}$	-0.0842	-1.58

V-Lab

MSCI World Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:11.12% (+1.92%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other MSCI World Analyses