FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.1635	4.00
$α$	0.1495	6.94
$β$	0.6366	14.09
$γ_{1}$	-0.0999	-2.14
$γ_{2}$	0.1977	2.92
$γ_{3}$	-0.1539	-3.30
$γ_{4}$	0.1003	2.09
$γ_{5}$	-0.0939	-2.09
$γ_{6}$	0.0584	1.51
$γ_{7}$	0.0177	0.41
$γ_{8}$	-0.0362	-0.92
$γ_{9}$	0.0070	0.31

V-Lab

Savills PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:25.35% (+0.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Savills PLC Analyses