FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.7778	10.46
$α$	0.1296	5.96
$β$	0.6545	13.84
$γ_{1}$	-0.0831	-3.82
$γ_{2}$	0.1673	4.96
$γ_{3}$	-0.1914	-7.46
$γ_{4}$	0.1889	7.06
$γ_{5}$	-0.1160	-3.13
$γ_{6}$	0.0376	0.83
$γ_{7}$	0.0094	0.27
$γ_{8}$	-0.0197	-0.75
$γ_{9}$	-0.0044	-0.13

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Severn Trent PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:18.39% (-0.77%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Severn Trent PLC Analyses