FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.2709	6.93
$α$	0.1152	9.91
$β$	0.8466	61.11
$γ_{1}$	0.0139	0.54
$γ_{2}$	0.0494	1.19
$γ_{3}$	-0.1544	-5.26
$γ_{4}$	0.1830	7.35
$γ_{5}$	-0.1740	-6.99
$γ_{6}$	0.1172	4.32
$γ_{7}$	-0.0198	-0.76
$γ_{8}$	-0.0297	-1.69

V-Lab

MSCI World Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, March 6th, 2026:13.09% (-0.66%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other MSCI World Analyses