FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.6629	4.31
$α$	0.0646	9.03
$β$	0.9000	84.32
$γ_{1}$	-0.1351	-1.99
$γ_{2}$	0.2397	2.65
$γ_{3}$	-0.2015	-3.65
$γ_{4}$	0.0853	1.28
$γ_{5}$	0.0925	1.64
$γ_{6}$	-0.1300	-2.89
$γ_{7}$	0.0635	1.43
$γ_{8}$	-0.0113	-0.23
$γ_{9}$	0.0118	0.16
$γ_{10}$	-0.0080	-0.06

V-Lab

Diageo PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:31.47% (-0.46%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Diageo PLC Analyses