FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.7904	2.93
$α$	0.0687	5.41
$β$	0.8545	28.34
$γ_{1}$	-0.0239	-0.22
$γ_{2}$	0.2723	1.40
$γ_{3}$	-0.2785	-1.25
$γ_{4}$	-0.2295	-0.94
$γ_{5}$	0.5998	3.68
$γ_{6}$	-0.6468	-5.88
$γ_{7}$	0.4919	4.35
$γ_{8}$	-0.1686	-1.62
$γ_{9}$	-0.1166	-1.02
$γ_{10}$	0.1310	0.66

V-Lab

Anglo American Plc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:37.24% (-0.69%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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