FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.1216	2.89
$α$	0.2759	4.39
$β$	0.3372	4.18
$γ_{1}$	-3.8115	-5.94
$γ_{2}$	6.1945	6.62
$γ_{3}$	-3.5269	-4.74
$γ_{4}$	1.3011	1.74
$γ_{5}$	-0.0039	-0.01
$γ_{6}$	-0.7211	-1.12
$γ_{7}$	1.0392	1.43

V-Lab

Cavendish PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:37.42% (-1.81%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cavendish PLC Analyses