FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.4998	5.15
$α$	0.0525	3.38
$β$	0.8813	17.80
$γ_{1}$	-0.5873	-2.85
$γ_{2}$	0.6608	2.19
$γ_{3}$	-0.2255	-1.00
$γ_{4}$	0.5312	2.12
$γ_{5}$	-0.6967	-2.26
$γ_{6}$	0.5532	2.00
$γ_{7}$	-0.4462	-1.89
$γ_{8}$	0.1429	0.49
$γ_{9}$	0.3394	0.98

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REA Holdings PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:47.41% (-2.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other REA Holdings PLC Analyses