FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.0438	8.01
$α$	0.1423	7.40
$β$	0.7290	29.31
$γ_{1}$	-0.0946	-2.82
$γ_{2}$	0.2397	4.63
$γ_{3}$	-0.1776	-4.82
$γ_{4}$	-0.0857	-2.44
$γ_{5}$	0.2804	7.32
$γ_{6}$	-0.2974	-7.88
$γ_{7}$	0.1951	4.95
$γ_{8}$	-0.0396	-0.83
$γ_{9}$	-0.0512	-0.96
$γ_{10}$	0.0379	0.91

V-Lab

ITV PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:31.30% (+2.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ITV PLC Analyses