FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.7674	6.49
$α$	0.0806	4.16
$β$	0.8213	20.99
$γ_{1}$	-0.0510	-0.45
$γ_{2}$	-0.0265	-0.16
$γ_{3}$	0.1672	1.17
$γ_{4}$	0.0058	0.04
$γ_{5}$	-0.3785	-1.94
$γ_{6}$	0.5417	2.63
$γ_{7}$	-0.3520	-2.04
$γ_{8}$	0.0509	0.29
$γ_{9}$	-0.0116	-0.04

V-Lab

Drax Group PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:26.92% (-0.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Drax Group PLC Analyses