FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.6955	2.87
$α$	0.1109	7.34
$β$	0.8002	28.75
$γ_{1}$	-0.1093	-1.12
$γ_{2}$	0.1785	1.36
$γ_{3}$	-0.1098	-1.62
$γ_{4}$	0.0782	1.35
$γ_{5}$	-0.0065	-0.14
$γ_{6}$	-0.1480	-3.60
$γ_{7}$	0.2061	4.89
$γ_{8}$	-0.0967	-2.06
$γ_{9}$	-0.0268	-0.57
$γ_{10}$	0.0781	1.17

V-Lab

Travis Perkins PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 27th, 2026:29.34% (+0.74%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Travis Perkins PLC Analyses