FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.3793	2.82
$α$	0.1222	4.65
$β$	0.8356	19.85
$γ_{1}$	-0.1694	-1.31
$γ_{2}$	0.2689	1.48
$γ_{3}$	-0.1816	-1.92
$γ_{4}$	0.2320	2.99
$γ_{5}$	-0.4183	-5.24
$γ_{6}$	0.5390	3.87

V-Lab

M&C Saatchi plc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:31.86% (-1.42%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other M&C Saatchi plc Analyses