FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.5753	6.52
$α$	0.0594	6.42
$β$	0.8982	58.04
$γ_{1}$	0.3725	6.11
$γ_{2}$	-0.5820	-6.18
$γ_{3}$	0.2930	4.24
$γ_{4}$	-0.1246	-1.93
$γ_{5}$	0.1367	2.19
$γ_{6}$	-0.2277	-3.32
$γ_{7}$	0.2583	2.88

V-Lab

InterContinental Hotels Group PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, January 2nd, 2026:20.56% (-0.39%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other InterContinental Hotels Group PLC Analyses