FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.2999	3.33
$α$	0.1669	5.46
$β$	0.7021	13.82
$γ_{1}$	-1.4098	-4.12
$γ_{2}$	2.1115	4.48
$γ_{3}$	-1.0889	-4.15
$γ_{4}$	0.5993	2.81
$γ_{5}$	-0.4884	-2.69
$γ_{6}$	0.6192	3.70
$γ_{7}$	-0.6079	-3.77
$γ_{8}$	0.4064	2.79
$γ_{9}$	-0.2331	-1.62
$γ_{10}$	0.1335	1.17

V-Lab

City of London Investment Group PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:29.96% (-1.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other City of London Investment Group PLC Analyses