FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.9195	4.98
$α$	0.0746	7.32
$β$	0.8642	47.65
$γ_{1}$	-0.0009	-0.02
$γ_{2}$	0.0984	1.47
$γ_{3}$	-0.2514	-6.29
$γ_{4}$	0.2730	9.26
$γ_{5}$	-0.1694	-5.29
$γ_{6}$	0.0427	1.24
$γ_{7}$	0.0531	1.32
$γ_{8}$	-0.0755	-1.81
$γ_{9}$	0.0124	0.22

V-Lab

Johnson Matthey PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:26.70% (-0.38%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Johnson Matthey PLC Analyses