FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.4961	2.63
$α$	0.1970	7.42
$β$	0.6888	18.92
$γ_{1}$	-0.6197	-2.93
$γ_{2}$	1.0449	3.66
$γ_{3}$	-0.6516	-4.93
$γ_{4}$	0.3435	3.32
$γ_{5}$	-0.1027	-0.97
$γ_{6}$	-0.2141	-1.95
$γ_{7}$	0.3561	2.68

V-Lab

Montanaro European Smaller Cos Trust PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:12.02% (-0.71%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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