FTSE 100 Implied Volatility Index 30 Days

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	param	t-stat
$m$	56
$α$	0.1715	15.25
$β$	0.5915	18.84
$γ$	-0.0961	-5.72
$λ_{1}$	0.1819	0.35
$λ_{2}$	0.0092	0.38
$λ_{3}$	0.9800	18.27

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Shearwater Group PLC MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:58.72% (-4.80%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Shearwater Group PLC Analyses