FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	2.5493	1.61
$α$	0.5315	4.91
$β$	0.4474	4.92
$γ_{1}$	-57.0164	-0.50
$γ_{2}$	88.4582	0.64
$γ_{3}$	-37.7599	-0.68
$γ_{4}$	-15.8723	-0.22
$γ_{5}$	52.0907	0.68
$γ_{6}$	-76.2929	-1.02
$γ_{7}$	125.2411	1.73
$γ_{8}$	-186.7466	-3.39
$γ_{9}$	430.7470	5.78
$γ_{10}$	-1,875.9030	-16.11

V-Lab

Pristine Capital PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:72.27% (+18.22%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pristine Capital PLC Analyses