FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.7978	4.97
$α$	0.1463	9.63
$β$	0.7882	41.63
$γ_{1}$	-0.0944	-1.55
$γ_{2}$	0.1837	2.11
$γ_{3}$	-0.1258	-2.28
$γ_{4}$	0.0489	1.01
$γ_{5}$	0.0003	0.01
$γ_{6}$	-0.0693	-1.72
$γ_{7}$	0.0544	1.26
$γ_{8}$	0.1084	2.81
$γ_{9}$	-0.2103	-5.28
$γ_{10}$	0.1364	4.47

V-Lab

Mercantile Investment Trust PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, March 2nd, 2026:13.79% (-0.67%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mercantile Investment Trust PLC Analyses