FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.7758	10.46
$α$	0.1307	5.98
$β$	0.6505	13.67
$γ_{1}$	-0.0832	-3.85
$γ_{2}$	0.1671	5.00
$γ_{3}$	-0.1911	-7.51
$γ_{4}$	0.1895	7.12
$γ_{5}$	-0.1177	-3.16
$γ_{6}$	0.0393	0.86
$γ_{7}$	0.0086	0.24
$γ_{8}$	-0.0201	-0.77
$γ_{9}$	-0.0019	-0.05

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Severn Trent PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:19.57% (-1.33%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Severn Trent PLC Analyses