FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.6699	3.28
$α$	0.1026	4.11
$β$	0.7185	8.63
$γ_{1}$	-2.3589	-3.13
$γ_{2}$	3.6563	3.03
$γ_{3}$	-3.0494	-3.34
$γ_{4}$	2.7375	3.49
$γ_{5}$	-0.0982	-0.15
$γ_{6}$	-1.9888	-3.30
$γ_{7}$	1.7558	3.10
$γ_{8}$	-1.3451	-2.69
$γ_{9}$	1.3149	2.44
$γ_{10}$	-1.2035	-1.39

V-Lab

SigmaRoc PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:24.50% (+5.58%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SigmaRoc PLC Analyses