FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.8742	3.12
$α$	0.1274	1.96
$β$	0.6382	4.57
$γ_{1}$	1.3805	2.04
$γ_{2}$	-2.4294	-2.43
$γ_{3}$	1.2175	1.76
$γ_{4}$	0.4503	0.70
$γ_{5}$	-1.7049	-2.15

V-Lab

Sesa SPA Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:31.47% (-2.29%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sesa SPA Analyses