FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.7921	4.88
$α$	0.0969	7.52
$β$	0.8362	36.61
$γ_{1}$	-0.3701	-6.99
$γ_{2}$	0.5951	6.99
$γ_{3}$	-0.2903	-4.76
$γ_{4}$	-0.0141	-0.31
$γ_{5}$	0.2180	5.67
$γ_{6}$	-0.2581	-7.03
$γ_{7}$	0.2120	4.49
$γ_{8}$	-0.1215	-2.01
$γ_{9}$	0.0348	0.49
$γ_{10}$	-0.0192	-0.31

V-Lab

WPP PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:51.93% (-2.70%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other WPP PLC Analyses