FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.9351	5.80
$α$	0.1002	5.15
$β$	0.6547	10.17
$γ_{1}$	0.0122	0.26
$γ_{2}$	0.0818	1.16
$γ_{3}$	-0.2799	-6.64
$γ_{4}$	0.3957	10.51
$γ_{5}$	-0.3379	-10.17
$γ_{6}$	0.1422	5.13
$γ_{7}$	0.0044	0.15
$γ_{8}$	-0.0114	-0.36
$γ_{9}$	-0.0568	-1.20

V-Lab

Diploma PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:20.66% (-0.44%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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