FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.7171	3.21
$α$	0.1223	4.01
$β$	0.7085	9.39
$γ_{1}$	-0.7166	-4.74
$γ_{2}$	1.1194	5.62
$γ_{3}$	-0.5598	-5.65
$γ_{4}$	0.1967	1.93
$γ_{5}$	-0.0151	-0.13
$γ_{6}$	-0.0841	-0.55
$γ_{7}$	0.1766	0.78

V-Lab

James Latham PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:29.46% (+2.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other James Latham PLC Analyses