FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.6717	1.53
$α$	0.0891	1.78
$β$	0.0000	0.00
$γ_{1}$	-25.2201	-0.48
$γ_{2}$	95.5465	1.28
$γ_{3}$	-197.2373	-5.87
$γ_{4}$	269.6854	9.67
$γ_{5}$	-228.3752	-5.09
$γ_{6}$	138.0001	3.88
$γ_{7}$	-80.9166	-4.37
$γ_{8}$	18.5876	1.23
$γ_{9}$	29.1044	1.41

V-Lab

Hamak Strategy Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:143.32% (+19.62%)

Date Range:

Parameter Estimates

News Impact Curve

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