FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.7183	3.24
$α$	0.1237	4.02
$β$	0.7019	9.11
$γ_{1}$	-0.7119	-4.73
$γ_{2}$	1.1123	5.60
$γ_{3}$	-0.5584	-5.68
$γ_{4}$	0.2035	2.03
$γ_{5}$	-0.0359	-0.34
$γ_{6}$	-0.0318	-0.26
$γ_{7}$	0.0262	0.25

V-Lab

James Latham PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:26.66% (+2.49%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other James Latham PLC Analyses