FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.6152	6.22
$α$	0.1601	3.66
$β$	0.5691	3.75
$γ_{1}$	-0.3425	-4.35
$γ_{2}$	0.5186	4.30
$γ_{3}$	-0.2654	-3.27
$γ_{4}$	0.1766	2.54
$γ_{5}$	-0.2371	-3.18
$γ_{6}$	0.4554	3.22

V-Lab

Macfarlane Group PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:45.15% (+0.66%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Macfarlane Group PLC Analyses