FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.7537	7.28
$α$	0.0920	7.29
$β$	0.8307	37.84
$γ_{1}$	-0.0447	-1.24
$γ_{2}$	0.1123	2.00
$γ_{3}$	-0.1748	-4.39
$γ_{4}$	0.2052	4.35
$γ_{5}$	-0.1829	-2.92
$γ_{6}$	0.1703	2.91
$γ_{7}$	-0.1336	-2.95
$γ_{8}$	0.0447	0.89
$γ_{9}$	0.0146	0.35

V-Lab

J Sainsbury PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:21.13% (-0.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other J Sainsbury PLC Analyses