FTSE 100 Implied Volatility Index 30 Days

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	param	t-stat
$ω$	1.0073	3.29
$α$	0.0061	0.34
$β$	0.8368	5.12
$γ_{1}$	-3.0134	-2.69
$γ_{2}$	4.4846	2.77
$γ_{3}$	-1.4459	-1.53
$γ_{4}$	-0.7491	-0.57

V-Lab

Allegion PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:18.29% (-0.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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