FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.2921	4.22
$α$	0.0986	5.50
$β$	0.7996	23.33
$γ_{1}$	-1.2591	-6.01
$γ_{2}$	1.9109	5.01
$γ_{3}$	-1.1393	-2.54
$γ_{4}$	0.7541	1.73
$γ_{5}$	-0.2210	-0.76
$γ_{6}$	-0.0357	-0.19
$γ_{7}$	-0.0898	-0.56
$γ_{8}$	0.0116	0.06
$γ_{9}$	-0.0103	-0.03

V-Lab

BH Macro Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:15.68% (+3.85%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other BH Macro Ltd Analyses