FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.8958	7.49
$α$	0.1732	5.28
$β$	0.6633	13.10
$γ_{1}$	-0.0462	-1.89
$γ_{2}$	0.1002	2.51
$γ_{3}$	-0.1097	-3.42
$γ_{4}$	0.0964	3.60
$γ_{5}$	-0.0731	-3.49
$γ_{6}$	0.0668	3.03
$γ_{7}$	-0.0458	-1.86
$γ_{8}$	0.0052	0.18

V-Lab

Pennon Group PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:28.25% (+3.78%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pennon Group PLC Analyses