FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.6020	4.10
$α$	0.0969	3.34
$β$	0.6643	5.29
$γ_{1}$	-2.8802	-2.20
$γ_{2}$	3.6320	1.84
$γ_{3}$	-1.1390	-0.89
$γ_{4}$	0.5249	0.39
$γ_{5}$	1.0664	0.76
$γ_{6}$	-2.3062	-1.62
$γ_{7}$	1.2105	0.81
$γ_{8}$	-1.5635	-0.87
$γ_{9}$	6.3887	2.01

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Caffyns PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:58.08% (-1.20%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Caffyns PLC Analyses