FTSE 100 Implied Volatility Index 30 Days

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	param	t-stat
$ω$	2.3980	24.46
$α$	0.2893	10.74
$β$	0.3009	15.48
$γ$	0.0415	1.00

V-Lab

Cerillion PLC GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:30.11% (-1.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cerillion PLC Analyses