FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.6525	2.18
$α$	0.1354	4.18
$β$	0.5762	6.25
$γ_{1}$	-0.4527	-0.90
$γ_{2}$	0.2486	0.33
$γ_{3}$	0.6396	1.21
$γ_{4}$	-0.7664	-1.69
$γ_{5}$	0.6850	2.14
$γ_{6}$	-0.5897	-2.63
$γ_{7}$	0.3142	1.43
$γ_{8}$	-0.0323	-0.12
$γ_{9}$	-0.2654	-0.53

V-Lab

James Cropper PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:42.70% (-0.46%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other James Cropper PLC Analyses