FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.3035	1.51
$α$	0.0935	1.87
$β$	0.0000	0.00
$γ_{1}$	-79.4872	-2.13
$γ_{2}$	162.6273	3.00
$γ_{3}$	-214.9477	-7.38
$γ_{4}$	276.4605	9.92
$γ_{5}$	-230.8133	-5.10
$γ_{6}$	139.1361	3.88
$γ_{7}$	-83.6913	-4.61
$γ_{8}$	26.1396	2.12
$γ_{9}$	11.1641	1.54

V-Lab

Hamak Strategy Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:120.74% (+25.45%)

Date Range:

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