FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.6817	5.56
$α$	0.1130	8.45
$β$	0.8341	48.42
$γ_{1}$	-0.1243	-3.35
$γ_{2}$	0.2182	4.13
$γ_{3}$	-0.1805	-6.19
$γ_{4}$	0.1361	5.46
$γ_{5}$	-0.0786	-3.54
$γ_{6}$	0.0498	2.12
$γ_{7}$	-0.0133	-0.50
$γ_{8}$	-0.0181	-0.85

V-Lab

BAE Systems PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:30.00% (-1.49%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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