FTSE 100 Implied Volatility Index 30 Days

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	param	t-stat
$ω$	1.8436	3.02
$α$	0.0689	5.46
$β$	0.8546	28.59
$γ_{1}$	-0.0006	-0.01
$γ_{2}$	0.2388	1.21
$γ_{3}$	-0.2655	-1.18
$γ_{4}$	-0.2279	-0.93
$γ_{5}$	0.5865	3.58
$γ_{6}$	-0.6284	-5.74
$γ_{7}$	0.4746	4.21
$γ_{8}$	-0.1542	-1.50
$γ_{9}$	-0.1309	-1.33
$γ_{10}$	0.1555	2.06

V-Lab

Anglo American Plc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:37.67% (-0.69%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Anglo American Plc Analyses