V-Lab: FTSE 100 Implied Volatility Index 30 Days Zero Slope Spline-GARCH Volatility Analysis

Skip to main content

V-Lab

FTSE 100 Implied Volatility Index 30 Days Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:89.07% (-10.15%)

Analysis last updated: Friday, October 17, 2025 at 09:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7903	7.07
$α$	0.1502	5.38
$β$	0.6495	12.70
$γ_{1}$	-0.0004	-0.00
$γ_{2}$	-0.0405	-0.32
$γ_{3}$	0.1145	1.39
$γ_{4}$	-0.0974	-1.24
$γ_{5}$	-0.0233	-0.25
$γ_{6}$	0.1321	1.21
$γ_{7}$	-0.2154	-2.00
$γ_{8}$	0.2682	2.89
$γ_{9}$	-0.2925	-3.34
$γ_{10}$	0.2428	3.70

Estimation Period:
Jan 3, 2000 to Apr 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other FTSE 100 Implied Volatility Index 30 Days Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
GAS-GARCH Student T