FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.7790	6.39
$α$	0.2206	5.81
$β$	0.2082	2.49
$γ_{1}$	-0.3831	-1.99
$γ_{2}$	0.6194	2.05
$γ_{3}$	-0.5601	-2.58
$γ_{4}$	0.6170	3.06
$γ_{5}$	-0.5910	-3.21
$γ_{6}$	0.7091	3.69
$γ_{7}$	-0.6356	-2.79
$γ_{8}$	0.1330	0.60
$γ_{9}$	0.2244	1.25
$γ_{10}$	-0.2951	-1.48

V-Lab

BTG Consulting PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:22.14% (-0.99%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other BTG Consulting PLC Analyses