FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.9870	5.13
$α$	0.1304	8.77
$β$	0.7919	45.52
$γ_{1}$	0.0268	1.69
$γ_{2}$	-0.0326	-1.45
$γ_{3}$	0.0148	1.09
$γ_{4}$	-0.0356	-2.91
$γ_{5}$	0.0612	4.67
$γ_{6}$	-0.0810	-4.19

V-Lab

Persimmon PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:27.35% (-1.56%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Persimmon PLC Analyses