FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.3780	5.15
$α$	0.1880	5.29
$β$	0.3403	2.89
$γ_{1}$	-0.4827	-4.36
$γ_{2}$	0.6299	4.02
$γ_{3}$	-0.2183	-2.37
$γ_{4}$	0.2149	3.07
$γ_{5}$	-0.2938	-4.99
$γ_{6}$	0.3380	4.43

V-Lab

Cohort PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:50.91% (-1.67%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cohort PLC Analyses