FTSE 100 Implied Volatility Index 30 Days

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	param	t-stat
$ω$	0.8252	10.98
$α$	0.1296	5.93
$β$	0.6603	14.28
$γ_{1}$	-0.0621	-2.89
$γ_{2}$	0.1330	3.99
$γ_{3}$	-0.1673	-6.53
$γ_{4}$	0.1693	6.33
$γ_{5}$	-0.1012	-2.72
$γ_{6}$	0.0277	0.61
$γ_{7}$	0.0157	0.45
$γ_{8}$	-0.0267	-1.20
$γ_{9}$	0.0139	0.84

V-Lab

Severn Trent PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:22.82% (-2.34%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Severn Trent PLC Analyses