FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.2934	4.24
$α$	0.0982	5.51
$β$	0.8015	23.86
$γ_{1}$	-1.2521	-6.02
$γ_{2}$	1.9026	5.02
$γ_{3}$	-1.1398	-2.55
$γ_{4}$	0.7606	1.74
$γ_{5}$	-0.2296	-0.79
$γ_{6}$	-0.0312	-0.16
$γ_{7}$	-0.0902	-0.56
$γ_{8}$	0.0083	0.04
$γ_{9}$	0.0095	0.03

V-Lab

BH Macro Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:12.31% (-0.81%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other BH Macro Ltd Analyses