FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.7542	7.30
$α$	0.0919	7.29
$β$	0.8307	37.79
$γ_{1}$	-0.0443	-1.23
$γ_{2}$	0.1114	1.99
$γ_{3}$	-0.1739	-4.39
$γ_{4}$	0.2044	4.38
$γ_{5}$	-0.1825	-2.93
$γ_{6}$	0.1700	2.92
$γ_{7}$	-0.1337	-2.96
$γ_{8}$	0.0448	0.90
$γ_{9}$	0.0149	0.36

V-Lab

J Sainsbury PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:19.32% (-0.50%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other J Sainsbury PLC Analyses