FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9964	3.67
$α$	0.0966	4.34
$β$	0.7845	15.60
$γ_{1}$	0.1715	1.53
$γ_{2}$	-0.3242	-2.18
$γ_{3}$	0.1678	1.81
$γ_{4}$	0.0624	0.56
$γ_{5}$	-0.1877	-1.74
$γ_{6}$	0.2612	2.52
$γ_{7}$	-0.2801	-2.94
$γ_{8}$	0.1781	2.81

V-Lab

Shire PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Shire PLC Analyses