FTSE 100 Implied Volatility Index 30 Days

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	param	t-stat
$ω$	0.6590	2.18
$α$	0.1355	4.18
$β$	0.5858	6.41
$γ_{1}$	-0.4393	-0.87
$γ_{2}$	0.2292	0.30
$γ_{3}$	0.6467	1.22
$γ_{4}$	-0.7664	-1.68
$γ_{5}$	0.6843	2.12
$γ_{6}$	-0.5979	-2.66
$γ_{7}$	0.3491	1.61
$γ_{8}$	-0.1247	-0.55
$γ_{9}$	-0.0279	-0.16

V-Lab

James Cropper PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:48.75% (-0.43%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other James Cropper PLC Analyses