FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.6970	7.80
$α$	0.0843	8.28
$β$	0.8599	53.45
$γ_{1}$	-0.1235	-4.03
$γ_{2}$	0.2134	4.60
$γ_{3}$	-0.1928	-5.89
$γ_{4}$	0.1774	4.78
$γ_{5}$	-0.1079	-2.33
$γ_{6}$	0.0823	1.40
$γ_{7}$	-0.1161	-1.87
$γ_{8}$	0.0882	1.55
$γ_{9}$	0.0297	0.41

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Tesco PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:23.59% (-0.79%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tesco PLC Analyses