FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.3934	4.76
$α$	0.1510	4.05
$β$	0.5753	5.32
$γ_{1}$	-0.7379	-3.03
$γ_{2}$	1.0518	2.76
$γ_{3}$	-0.6009	-2.29
$γ_{4}$	0.4018	2.06
$γ_{5}$	-0.0363	-0.22
$γ_{6}$	-0.1914	-0.97
$γ_{7}$	0.3306	1.30

V-Lab

Shearwater Group PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:68.93% (-7.36%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Shearwater Group PLC Analyses