FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.4253	3.67
$α$	0.2045	8.65
$β$	0.6061	16.76
$γ_{1}$	-0.0698	-1.18
$γ_{2}$	0.1510	1.84
$γ_{3}$	-0.1291	-2.59
$γ_{4}$	-0.0412	-0.95
$γ_{5}$	0.2147	5.91
$γ_{6}$	-0.2243	-6.36
$γ_{7}$	0.2242	4.67
$γ_{8}$	-0.1966	-2.99
$γ_{9}$	0.0743	1.00
$γ_{10}$	-0.0681	-0.65

V-Lab

Capita PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:42.94% (-5.78%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Capita PLC Analyses