FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	21
$α$	0.1090	25.32
$β$	0.7171	63.41
$γ$	0.0638	9.59
$λ_{1}$	0.0183	5.32
$λ_{2}$	0.0286	5.69
$λ_{3}$	0.9663	168.99

V-Lab

BAE Systems PLC MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:31.95% (-2.29%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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