FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.4893	3.45
$α$	0.2222	6.80
$β$	0.5421	9.71
$γ_{1}$	-0.7937	-2.88
$γ_{2}$	1.1513	2.69
$γ_{3}$	-0.6080	-1.83
$γ_{4}$	0.6867	3.19
$γ_{5}$	-0.9706	-5.14
$γ_{6}$	0.9030	4.80
$γ_{7}$	-0.4709	-3.00
$γ_{8}$	0.0627	0.41
$γ_{9}$	-0.0317	-0.16
$γ_{10}$	0.1385	0.51

V-Lab

CQS New City High Yield Fund Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:12.64% (+2.59%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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