FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	100.0000	1,000,000,000.00
$α$	0.0832	831,800.00
$β$	0.9163	9,163,040.00
$γ_{1}$	881.5952	8,815,952,000.00
$γ_{2}$	-3,193.4810	-31,934,810,000.00
$γ_{3}$	4,776.6310	47,766,310,000.00
$γ_{4}$	-2,206.0010	-22,060,010,000.00
$γ_{5}$	-11,584.0700	-115,840,700,000.00
$γ_{6}$	27,296.3400	272,963,400,000.00
$γ_{7}$	776.4206	7,764,206,000.00

V-Lab

RED Capital PLC/Jersey Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, January 21st, 2026:4,239,921,173,795,570,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other RED Capital PLC/Jersey Analyses