FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.4992	3.11
$α$	0.0883	2.84
$β$	0.6127	3.31
$γ_{1}$	-2.0956	-3.19
$γ_{2}$	3.1459	3.17
$γ_{3}$	-1.3117	-1.67
$γ_{4}$	0.0868	0.12
$γ_{5}$	0.2181	0.38
$γ_{6}$	-0.1850	-0.41
$γ_{7}$	0.5423	1.22
$γ_{8}$	-1.0039	-1.92
$γ_{9}$	1.4437	2.10

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PCI-PAL PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:38.77% (-0.59%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PCI-PAL PLC Analyses