FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.8733	6.63
$α$	0.1624	5.60
$β$	0.5422	7.65
$γ_{1}$	0.1114	2.89
$γ_{2}$	-0.1951	-3.44
$γ_{3}$	0.1528	3.40
$γ_{4}$	-0.1300	-2.12
$γ_{5}$	0.0984	1.41
$γ_{6}$	-0.1015	-1.02

V-Lab

NCC Group PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:26.79% (-2.41%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NCC Group PLC Analyses