FTSE 100 Implied Volatility Index 30 Days

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	param	t-stat
$m$	21
$α$	0.1084	25.26
$β$	0.7182	63.68
$γ$	0.0640	9.65
$λ_{1}$	0.0183	5.33
$λ_{2}$	0.0285	5.69
$λ_{3}$	0.9664	169.30

V-Lab

BAE Systems PLC MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 19th, 2026:34.08% (+5.25%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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