FTSE 100 Implied Volatility Index 30 Days

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	param	t-stat
$m$	111
$α$	0.1594	16.41
$β$	0.6889	45.08
$γ$	0.0362	2.74
$λ_{1}$	0.0201	1.19
$λ_{2}$	0.0087	1.95
$λ_{3}$	0.9873	142.98

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Mercia Asset Management PLC MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:23.16% (-1.30%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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