FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.9178	4.92
$α$	0.0732	7.35
$β$	0.8679	49.13
$γ_{1}$	0.0019	0.04
$γ_{2}$	0.0905	1.34
$γ_{3}$	-0.2390	-5.99
$γ_{4}$	0.2569	8.64
$γ_{5}$	-0.1526	-4.66
$γ_{6}$	0.0287	0.79
$γ_{7}$	0.0650	1.41
$γ_{8}$	-0.0911	-1.64
$γ_{9}$	0.0465	1.06

V-Lab

Johnson Matthey PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:31.26% (-1.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Johnson Matthey PLC Analyses