FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.7497	4.32
$α$	0.1830	6.13
$β$	0.4676	6.11
$γ_{1}$	-0.1353	-2.51
$γ_{2}$	0.2528	3.63
$γ_{3}$	-0.1858	-4.43
$γ_{4}$	0.1247	2.45
$γ_{5}$	-0.1213	-2.48
$γ_{6}$	0.0834	1.89
$γ_{7}$	-0.0026	-0.05
$γ_{8}$	-0.0354	-0.72
$γ_{9}$	0.0101	0.17

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Cranswick PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:18.23% (+1.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cranswick PLC Analyses