FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.7539	7.28
$α$	0.0916	7.28
$β$	0.8315	37.94
$γ_{1}$	-0.0446	-1.23
$γ_{2}$	0.1121	2.00
$γ_{3}$	-0.1747	-4.38
$γ_{4}$	0.2052	4.35
$γ_{5}$	-0.1830	-2.92
$γ_{6}$	0.1704	2.91
$γ_{7}$	-0.1337	-2.95
$γ_{8}$	0.0449	0.89
$γ_{9}$	0.0143	0.35

V-Lab

J Sainsbury PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 19th, 2026:20.68% (-0.67%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other J Sainsbury PLC Analyses