FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.9697	7.58
$α$	0.1447	7.44
$β$	0.7218	28.83
$γ_{1}$	-0.1212	-3.64
$γ_{2}$	0.2780	5.46
$γ_{3}$	-0.1934	-5.35
$γ_{4}$	-0.0842	-2.43
$γ_{5}$	0.2894	7.63
$γ_{6}$	-0.3108	-8.29
$γ_{7}$	0.2053	5.23
$γ_{8}$	-0.0384	-0.79
$γ_{9}$	-0.0735	-1.24
$γ_{10}$	0.1034	1.12

V-Lab

ITV PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:32.48% (-0.48%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ITV PLC Analyses