FTSE 100 Implied Volatility Index 30 Days

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This asset is not actively trading

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	param	t-stat
$m$	21
$α$	0.0108	5.08
$β$	0.9792	456.73
$γ$	0.0183	14.34
$λ_{1}$	10.0000	0.25
$λ_{2}$	0.1773	0.24
$λ_{3}$	0.0000	0.00

V-Lab

Capita PLC MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:37.31% (-0.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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