FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.7234	4.58
$α$	0.0968	9.46
$β$	0.8564	64.89
$γ_{1}$	-0.1013	-1.23
$γ_{2}$	0.2026	1.77
$γ_{3}$	-0.1753	-2.98
$γ_{4}$	0.0322	0.63
$γ_{5}$	0.1999	4.14
$γ_{6}$	-0.2912	-6.08
$γ_{7}$	0.1453	2.74
$γ_{8}$	0.0372	0.73
$γ_{9}$	-0.0876	-1.80
$γ_{10}$	0.0499	1.37

V-Lab

Natwest Group PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:38.97% (-1.70%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Natwest Group PLC Analyses