FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	21
$α$	0.1088	25.30
$β$	0.7177	63.56
$γ$	0.0637	9.59
$λ_{1}$	0.0183	5.33
$λ_{2}$	0.0285	5.69
$λ_{3}$	0.9663	169.11

V-Lab

BAE Systems PLC MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:30.11% (-1.84%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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