FTSE 100 Implied Volatility Index 30 Days

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	param	t-stat
$m$	56
$α$	0.1744	16.77
$β$	0.5333	32.24
$γ$	-0.0076	-0.53
$λ_{1}$	0.6715	0.38
$λ_{2}$	0.6975	0.37
$λ_{3}$	0.0000	0.00

V-Lab

Pennon Group PLC MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:24.56% (+4.51%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pennon Group PLC Analyses