FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

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This asset is not actively trading

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	param	t-stat
$m$	86
$α$	0.1131	15.66
$β$	0.5736	28.54
$γ$	0.0822	5.85
$λ_{1}$	0.0962	0.80
$λ_{2}$	0.0279	0.75
$λ_{3}$	0.9529	16.75

V-Lab

NCC Group PLC MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:30.29% (-2.64%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NCC Group PLC Analyses