FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.7373	4.91
$α$	0.0975	7.58
$β$	0.8237	32.75
$γ_{1}$	-0.3894	-7.91
$γ_{2}$	0.6249	7.95
$γ_{3}$	-0.3039	-5.36
$γ_{4}$	-0.0166	-0.39
$γ_{5}$	0.2315	6.51
$γ_{6}$	-0.2683	-7.97
$γ_{7}$	0.2008	4.70
$γ_{8}$	-0.0660	-1.20
$γ_{9}$	-0.1043	-1.78
$γ_{10}$	0.3177	3.84

V-Lab

WPP PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:69.78% (-2.15%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other WPP PLC Analyses