FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.3949	2.36
$α$	0.1261	4.60
$β$	0.8294	18.86
$γ_{1}$	-0.1145	-0.42
$γ_{2}$	-0.0104	-0.03
$γ_{3}$	0.3703	1.75
$γ_{4}$	-0.5021	-2.19
$γ_{5}$	0.4143	1.80
$γ_{6}$	0.0004	0.00
$γ_{7}$	-0.5530	-2.62
$γ_{8}$	0.5294	2.07
$γ_{9}$	-0.0884	-0.49

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M&C Saatchi plc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:29.40% (+0.40%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other M&C Saatchi plc Analyses