FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.9193	3.76
$α$	0.1744	6.17
$β$	0.5129	7.41
$γ_{1}$	-0.0049	-0.07
$γ_{2}$	0.1927	1.81
$γ_{3}$	-0.3839	-5.50
$γ_{4}$	0.2817	4.77
$γ_{5}$	-0.0689	-1.51
$γ_{6}$	-0.0395	-1.10
$γ_{7}$	-0.0137	-0.45
$γ_{8}$	0.0791	2.91
$γ_{9}$	-0.0563	-1.94
$γ_{10}$	-0.0339	-0.71

V-Lab

James Halstead plc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:20.66% (+0.91%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other James Halstead plc Analyses