FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.7101	6.85
$α$	0.0776	7.19
$β$	0.8535	41.43
$γ_{1}$	-0.0890	-2.58
$γ_{2}$	0.2644	4.88
$γ_{3}$	-0.3115	-6.49
$γ_{4}$	0.1776	3.28
$γ_{5}$	0.0132	0.24
$γ_{6}$	-0.1736	-3.35
$γ_{7}$	0.2620	4.14
$γ_{8}$	-0.2475	-3.13
$γ_{9}$	0.1371	1.70
$γ_{10}$	-0.0359	-0.39

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Next PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:28.32% (-1.22%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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