FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.4719	1.43
$α$	0.1073	2.92
$β$	0.6526	3.81
$γ_{1}$	-4.9043	-0.78
$γ_{2}$	6.7743	0.79
$γ_{3}$	-4.3853	-1.22
$γ_{4}$	5.8344	2.49
$γ_{5}$	-6.2652	-2.35
$γ_{6}$	6.5174	1.66

V-Lab

Procook Group PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:71.23% (-3.54%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Procook Group PLC Analyses