FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.2861	3.28
$α$	0.1677	5.59
$β$	0.7015	14.07
$γ_{1}$	-1.4690	-4.30
$γ_{2}$	2.1990	4.68
$γ_{3}$	-1.1382	-4.32
$γ_{4}$	0.6378	2.98
$γ_{5}$	-0.5198	-2.86
$γ_{6}$	0.6435	3.84
$γ_{7}$	-0.6261	-3.88
$γ_{8}$	0.4207	2.85
$γ_{9}$	-0.2459	-1.52
$γ_{10}$	0.1513	0.60

V-Lab

City of London Investment Group PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:27.18% (-1.44%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other City of London Investment Group PLC Analyses