FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.8937	4.23
$α$	0.0535	2.05
$β$	0.7591	4.92
$γ_{1}$	5.2619	2.77
$γ_{2}$	-7.9702	-2.42
$γ_{3}$	3.3256	1.26
$γ_{4}$	-2.1398	-0.99
$γ_{5}$	3.2177	1.67
$γ_{6}$	-1.8416	-1.10
$γ_{7}$	-1.8771	-0.78

V-Lab

THG PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:34.50% (-0.68%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other THG PLC Analyses