FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.2516	2.05
$α$	0.1182	5.27
$β$	0.8477	28.59
$γ_{1}$	-0.1096	-1.11
$γ_{2}$	0.1824	1.39
$γ_{3}$	-0.1901	-3.13
$γ_{4}$	0.2192	3.38
$γ_{5}$	-0.1991	-2.26
$γ_{6}$	0.1607	1.94
$γ_{7}$	-0.0810	-1.42
$γ_{8}$	0.0647	1.28
$γ_{9}$	-0.0785	-1.05

V-Lab

Close Brothers Group PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:44.42% (-1.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Close Brothers Group PLC Analyses