FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.6233	6.23
$α$	0.0684	8.06
$β$	0.9096	92.77
$γ_{1}$	-0.0077	-0.63
$γ_{2}$	0.0208	1.06
$γ_{3}$	-0.0341	-2.20
$γ_{4}$	0.0611	4.15
$γ_{5}$	-0.1162	-5.54

V-Lab

Hammerson PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:20.75% (+0.91%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hammerson PLC Analyses