FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.3085	5.17
$α$	0.1632	4.01
$β$	0.5883	6.03
$γ_{1}$	1.2455	2.94
$γ_{2}$	-2.2930	-3.27
$γ_{3}$	2.1106	4.20
$γ_{4}$	-2.0844	-4.97
$γ_{5}$	1.9240	4.23
$γ_{6}$	-1.6352	-3.39
$γ_{7}$	1.1822	2.99
$γ_{8}$	-0.7748	-2.30
$γ_{9}$	0.7499	1.95
$γ_{10}$	-0.9604	-1.56

V-Lab

Capital Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:27.38% (+0.25%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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