FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.8280	7.28
$α$	0.0777	7.19
$β$	0.8528	41.19
$γ_{1}$	-0.0682	-2.01
$γ_{2}$	0.2363	4.41
$γ_{3}$	-0.3017	-6.33
$γ_{4}$	0.1754	3.25
$γ_{5}$	0.0117	0.21
$γ_{6}$	-0.1709	-3.32
$γ_{7}$	0.2602	4.15
$γ_{8}$	-0.2480	-3.16
$γ_{9}$	0.1407	1.75
$γ_{10}$	-0.0474	-0.52

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Next PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:21.15% (-0.53%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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