FTSE 100 Implied Volatility Index 30 Days

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	param	t-stat
$ω$	0.8658	6.59
$α$	0.1621	5.56
$β$	0.5429	7.67
$γ_{1}$	0.1071	2.78
$γ_{2}$	-0.1872	-3.30
$γ_{3}$	0.1440	3.23
$γ_{4}$	-0.1144	-1.91
$γ_{5}$	0.0641	1.07
$γ_{6}$	-0.0115	-0.31

V-Lab

NCC Group PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:31.58% (-2.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NCC Group PLC Analyses