FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

CBOE Emerging Market Markets Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.8127	3.69
$α$	0.0106	0.49
$β$	0.0000	0.00
$γ_{1}$	2.2820	2.19
$γ_{2}$	-3.3136	-2.34
$γ_{3}$	1.2748	1.67
$γ_{4}$	-0.5717	-0.95
$γ_{5}$	0.3254	0.63
$γ_{6}$	0.2340	0.47
$γ_{7}$	-0.2918	-0.43

V-Lab

Credicorp Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:25.07% (-0.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Credicorp Ltd Analyses