FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.5691	3.62
$α$	0.1488	8.83
$β$	0.7612	27.64
$γ_{1}$	-0.1048	-1.42
$γ_{2}$	0.2238	2.27
$γ_{3}$	-0.2574	-5.78
$γ_{4}$	0.2476	5.77
$γ_{5}$	-0.1778	-3.98
$γ_{6}$	0.0789	2.04
$γ_{7}$	0.0030	0.08
$γ_{8}$	0.0259	0.73
$γ_{9}$	-0.1929	-4.00

V-Lab

Caledonia Investments PLC/fund Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:16.77% (+3.74%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Caledonia Investments PLC/fund Analyses