FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.8215	10.88
$α$	0.1293	5.94
$β$	0.6626	14.43
$γ_{1}$	-0.0633	-2.93
$γ_{2}$	0.1348	4.02
$γ_{3}$	-0.1683	-6.53
$γ_{4}$	0.1696	6.31
$γ_{5}$	-0.1005	-2.70
$γ_{6}$	0.0267	0.59
$γ_{7}$	0.0165	0.48
$γ_{8}$	-0.0276	-1.24
$γ_{9}$	0.0146	0.88

V-Lab

Severn Trent PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:19.25% (-0.73%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Severn Trent PLC Analyses