FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.6620	4.31
$α$	0.0646	9.02
$β$	0.8999	84.29
$γ_{1}$	-0.1349	-1.98
$γ_{2}$	0.2392	2.65
$γ_{3}$	-0.2015	-3.68
$γ_{4}$	0.0864	1.31
$γ_{5}$	0.0907	1.62
$γ_{6}$	-0.1285	-2.87
$γ_{7}$	0.0621	1.40
$γ_{8}$	-0.0096	-0.19
$γ_{9}$	0.0097	0.13
$γ_{10}$	-0.0050	-0.04

V-Lab

Diageo PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:32.08% (+3.14%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Diageo PLC Analyses