FTSE 100 Implied Volatility Index 30 Days

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	param	t-stat
$ω$	1.3125	4.28
$α$	0.1166	9.27
$β$	0.8535	65.31
$γ_{1}$	0.0183	1.58
$γ_{2}$	-0.0055	-0.31
$γ_{3}$	-0.0405	-2.98
$γ_{4}$	0.0459	4.11
$γ_{5}$	-0.0220	-3.19

V-Lab

City of London Investment Trust PLC/The Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, March 2nd, 2026:12.73% (-0.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other City of London Investment Trust PLC/The Analyses