FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.5785	2.85
$α$	0.1823	6.51
$β$	0.6727	14.46
$γ_{1}$	-0.5107	-1.05
$γ_{2}$	0.0002	0.00
$γ_{3}$	1.1851	3.60
$γ_{4}$	-1.0332	-2.72
$γ_{5}$	0.6311	1.77
$γ_{6}$	0.0497	0.14
$γ_{7}$	-0.8060	-2.02
$γ_{8}$	0.4241	1.23
$γ_{9}$	0.1461	0.56
$γ_{10}$	-0.1564	-0.42

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Aurora UK Alpha PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:13.94% (-0.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Aurora UK Alpha PLC Analyses