FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0183	2.92
$α$	0.1835	5.25
$β$	0.5454	7.63
$γ_{1}$	0.0661	0.16
$γ_{2}$	-0.3935	-0.68
$γ_{3}$	0.4732	1.49
$γ_{4}$	0.0335	0.12
$γ_{5}$	-0.4206	-1.74
$γ_{6}$	0.6954	2.73
$γ_{7}$	-1.0409	-3.84
$γ_{8}$	0.8634	3.32
$γ_{9}$	-0.3467	-1.75
$γ_{10}$	0.1195	0.86

V-Lab

Netcall PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:35.30% (+8.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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