FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.6017	2.72
$α$	0.0730	4.73
$β$	0.8826	38.45
$γ_{1}$	-0.6088	-3.74
$γ_{2}$	0.6773	2.81
$γ_{3}$	0.1729	1.02
$γ_{4}$	-0.4525	-3.56
$γ_{5}$	0.3506	3.19
$γ_{6}$	-0.3657	-2.31
$γ_{7}$	0.5614	3.09
$γ_{8}$	-0.5750	-3.00
$γ_{9}$	0.2441	0.88
$γ_{10}$	0.1273	0.33

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ASOS PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:50.06% (-1.66%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ASOS PLC Analyses