FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.0422	4.91
$α$	0.0810	3.60
$β$	0.6480	6.64
$γ_{1}$	0.3108	1.25
$γ_{2}$	-0.6959	-1.83
$γ_{3}$	0.5918	1.96
$γ_{4}$	-0.4145	-1.46
$γ_{5}$	0.3811	1.64
$γ_{6}$	-0.0168	-0.07
$γ_{7}$	-0.3669	-1.31
$γ_{8}$	0.2362	0.92
$γ_{9}$	0.1640	0.66
$γ_{10}$	-0.4898	-1.01

V-Lab

Oxford Metrics PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:32.69% (-0.64%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Oxford Metrics PLC Analyses