FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.4054	2.34
$α$	0.0000	0.00
$β$	0.9095	8.31
$γ_{1}$	15.5937	1.97
$γ_{2}$	-22.3618	-1.95
$γ_{3}$	9.0437	1.47
$γ_{4}$	-4.9358	-1.03
$γ_{5}$	6.4224	1.46
$γ_{6}$	-6.7955	-1.28
$γ_{7}$	4.3108	0.59
$γ_{8}$	-6.5351	-0.72
$γ_{9}$	16.1500	2.06
$γ_{10}$	-17.8322	-1.92

V-Lab

CEPS PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:80.40% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CEPS PLC Analyses