FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0040	8.29
$α$	0.0143	10.43
$β$	0.9755	787.98
$γ$	0.0203	6.18

V-Lab

James Halstead plc GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:23.60% (+0.09%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other James Halstead plc Analyses