FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.2184	2.12
$α$	0.1312	1.77
$β$	0.3599	1.54
$γ_{1}$	-5.0209	-0.51
$γ_{2}$	-14.2800	-1.05
$γ_{3}$	45.8870	4.78
$γ_{4}$	-53.2220	-6.06
$γ_{5}$	49.4213	7.16
$γ_{6}$	-38.0185	-3.67
$γ_{7}$	27.3147	2.07
$γ_{8}$	-24.0333	-2.09
$γ_{9}$	17.0008	2.73

V-Lab

Northcoders Group Plc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:45.88% (+10.73%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Northcoders Group Plc Analyses