FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.9867	5.13
$α$	0.1301	8.75
$β$	0.7922	45.52
$γ_{1}$	0.0269	1.69
$γ_{2}$	-0.0328	-1.46
$γ_{3}$	0.0150	1.11
$γ_{4}$	-0.0361	-2.95
$γ_{5}$	0.0621	4.74
$γ_{6}$	-0.0831	-4.31

V-Lab

Persimmon PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:25.74% (-1.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Persimmon PLC Analyses