FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.6572	5.61
$α$	0.1138	8.36
$β$	0.8294	46.44
$γ_{1}$	-0.1353	-3.76
$γ_{2}$	0.2365	4.60
$γ_{3}$	-0.1939	-6.81
$γ_{4}$	0.1482	6.11
$γ_{5}$	-0.0920	-4.25
$γ_{6}$	0.0692	2.90
$γ_{7}$	-0.0477	-1.55
$γ_{8}$	0.0639	1.33

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BAE Systems PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 25th, 2026:33.23% (-1.75%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other BAE Systems PLC Analyses