FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.4123	5.37
$α$	0.2113	3.40
$β$	0.5646	7.09
$γ_{1}$	-0.5815	-6.51
$γ_{2}$	0.7656	6.19
$γ_{3}$	-0.2720	-3.80
$γ_{4}$	0.1600	2.37
$γ_{5}$	-0.0388	-0.47
$γ_{6}$	-0.1621	-1.74
$γ_{7}$	0.2051	3.06

V-Lab

TP ICAP Group PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:19.93% (-1.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TP ICAP Group PLC Analyses