FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.7908	4.35
$α$	0.1842	6.19
$β$	0.4689	6.17
$γ_{1}$	-0.1156	-2.11
$γ_{2}$	0.2205	3.14
$γ_{3}$	-0.1630	-3.89
$γ_{4}$	0.1067	2.10
$γ_{5}$	-0.1074	-2.22
$γ_{6}$	0.0731	1.67
$γ_{7}$	0.0064	0.14
$γ_{8}$	-0.0493	-1.16
$γ_{9}$	0.0450	1.68

V-Lab

Cranswick PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:19.96% (+1.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cranswick PLC Analyses