FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.8564	1.69
$α$	0.1108	1.84
$β$	0.4929	2.71
$γ_{1}$	0.0428	0.01
$γ_{2}$	3.6146	0.67
$γ_{3}$	-8.1577	-2.38
$γ_{4}$	6.6931	1.61
$γ_{5}$	-3.5657	-1.03
$γ_{6}$	1.3719	0.62
$γ_{7}$	1.4591	0.64
$γ_{8}$	-1.4134	-0.48
$γ_{9}$	-1.2394	-0.45
$γ_{10}$	1.6379	1.03

V-Lab

Sesa SPA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:37.06% (-1.48%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sesa SPA Analyses