FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.4096	5.32
$α$	0.2123	3.40
$β$	0.5640	7.08
$γ_{1}$	-0.5867	-6.53
$γ_{2}$	0.7736	6.23
$γ_{3}$	-0.2767	-3.86
$γ_{4}$	0.1621	2.38
$γ_{5}$	-0.0369	-0.42
$γ_{6}$	-0.1713	-1.60
$γ_{7}$	0.2320	1.76

V-Lab

TP ICAP Group PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:19.45% (-1.45%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TP ICAP Group PLC Analyses