FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.6879	3.33
$α$	0.1033	4.11
$β$	0.7212	8.79
$γ_{1}$	-2.2700	-3.02
$γ_{2}$	3.5077	2.91
$γ_{3}$	-2.9408	-3.23
$γ_{4}$	2.6625	3.39
$γ_{5}$	-0.0707	-0.11
$γ_{6}$	-1.9717	-3.26
$γ_{7}$	1.6976	3.00
$γ_{8}$	-1.2241	-2.53
$γ_{9}$	1.0511	2.43
$γ_{10}$	-0.5262	-1.74

V-Lab

SigmaRoc PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:28.36% (-0.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SigmaRoc PLC Analyses