FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	3.8601	4.72
$α$	0.3131	3.77
$β$	0.3206	3.23
$γ_{1}$	0.4304	2.57
$γ_{2}$	-0.2452	-1.03
$γ_{3}$	-0.5078	-4.11
$γ_{4}$	0.5174	4.82
$γ_{5}$	-0.2506	-1.88
$γ_{6}$	0.0040	0.03
$γ_{7}$	0.4957	2.34

V-Lab

Sosandar PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:84.25% (-0.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sosandar PLC Analyses