FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.9167	4.97
$α$	0.0747	7.31
$β$	0.8640	47.57
$γ_{1}$	-0.0023	-0.05
$γ_{2}$	0.1004	1.50
$γ_{3}$	-0.2525	-6.32
$γ_{4}$	0.2736	9.28
$γ_{5}$	-0.1697	-5.30
$γ_{6}$	0.0428	1.24
$γ_{7}$	0.0535	1.33
$γ_{8}$	-0.0765	-1.84
$γ_{9}$	0.0157	0.27

V-Lab

Johnson Matthey PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:29.94% (-1.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Johnson Matthey PLC Analyses