FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.7901	4.76
$α$	0.0711	5.25
$β$	0.8375	24.72
$γ_{1}$	-0.0636	-0.98
$γ_{2}$	-0.0274	-0.31
$γ_{3}$	0.2437	5.25
$γ_{4}$	-0.2775	-5.65
$γ_{5}$	0.1942	3.60
$γ_{6}$	-0.0831	-1.72
$γ_{7}$	0.0429	0.95
$γ_{8}$	-0.1276	-2.40
$γ_{9}$	0.2334	2.53

V-Lab

Imperial Brands PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:22.84% (-0.57%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Imperial Brands PLC Analyses