FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.4470	3.83
$α$	0.1991	8.67
$β$	0.6131	17.07
$γ_{1}$	-0.0472	-0.81
$γ_{2}$	0.1177	1.45
$γ_{3}$	-0.1152	-2.31
$γ_{4}$	-0.0401	-0.93
$γ_{5}$	0.2020	5.57
$γ_{6}$	-0.2058	-5.86
$γ_{7}$	0.2025	4.27
$γ_{8}$	-0.1679	-2.63
$γ_{9}$	0.0278	0.44
$γ_{10}$	0.0373	0.92

V-Lab

Capita PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:44.33% (-3.32%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Capita PLC Analyses