FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.6224	4.06
$α$	0.1174	7.11
$β$	0.7585	21.61
$γ_{1}$	0.2422	3.32
$γ_{2}$	-0.4401	-4.19
$γ_{3}$	0.4406	6.01
$γ_{4}$	-0.4940	-8.07
$γ_{5}$	0.4019	7.39
$γ_{6}$	-0.2281	-4.07
$γ_{7}$	0.2373	3.89
$γ_{8}$	-0.4079	-5.75
$γ_{9}$	0.5227	5.17

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Informa PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:26.99% (-1.31%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Informa PLC Analyses