FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.9983	6.53
$α$	0.0858	5.82
$β$	0.8474	35.65
$γ_{1}$	-0.0625	-2.42
$γ_{2}$	0.1042	2.68
$γ_{3}$	-0.0770	-2.99
$γ_{4}$	0.0997	3.90
$γ_{5}$	-0.1249	-3.99
$γ_{6}$	0.0772	1.94

V-Lab

Centrica PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:31.82% (-1.25%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Centrica PLC Analyses