FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.0335	8.45
$α$	0.0854	4.92
$β$	0.7720	17.79
$γ_{1}$	0.6751	5.58
$γ_{2}$	-1.1454	-5.52
$γ_{3}$	0.6021	3.26
$γ_{4}$	-0.1650	-0.91
$γ_{5}$	0.3226	1.63
$γ_{6}$	-0.7929	-2.96
$γ_{7}$	0.9563	3.42
$γ_{8}$	-0.6883	-3.30
$γ_{9}$	0.3041	1.40
$γ_{10}$	-0.0981	-0.26

V-Lab

Essentra PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:32.67% (+0.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Essentra PLC Analyses