FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.5359	7.87
$α$	0.1229	4.85
$β$	0.7397	16.32
$γ_{1}$	-0.1094	-2.96
$γ_{2}$	0.1882	3.57
$γ_{3}$	-0.1140	-3.32
$γ_{4}$	-0.0596	-1.85
$γ_{5}$	0.2351	7.16
$γ_{6}$	-0.2383	-6.66
$γ_{7}$	0.1888	3.78
$γ_{8}$	-0.1438	-1.81
$γ_{9}$	0.0110	0.11
$γ_{10}$	0.1377	1.06

V-Lab

Pearson PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:36.90% (-4.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pearson PLC Analyses