FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.1670	5.05
$α$	0.1039	6.11
$β$	0.7859	21.63
$γ_{1}$	0.0657	0.93
$γ_{2}$	-0.0250	-0.25
$γ_{3}$	-0.0818	-1.44
$γ_{4}$	0.0191	0.36
$γ_{5}$	0.1045	2.10
$γ_{6}$	-0.2177	-4.63
$γ_{7}$	0.2481	5.39
$γ_{8}$	-0.1424	-2.58
$γ_{9}$	0.0143	0.24
$γ_{10}$	0.0160	0.21

V-Lab

Hill & Smith PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:26.56% (+0.27%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hill & Smith PLC Analyses