FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.5573	3.28
$α$	0.0366	1.50
$β$	0.7629	5.61
$γ_{1}$	3.8857	2.19
$γ_{2}$	-7.8973	-3.01
$γ_{3}$	9.2658	4.07
$γ_{4}$	-9.4497	-4.44
$γ_{5}$	6.4124	2.79
$γ_{6}$	-4.1746	-1.51
$γ_{7}$	4.8863	1.55
$γ_{8}$	-6.3894	-1.86
$γ_{9}$	8.8575	2.27

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Johnson Controls Intl Plc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:45.02% (+1.32%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Johnson Controls Intl Plc Analyses