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
$ω$	1.0935	4.04
$α$	0.0993	4.63
$β$	0.8604	25.31
$γ_{1}$	-0.0093	-0.17
$γ_{2}$	0.0473	0.57
$γ_{3}$	-0.1087	-1.72
$γ_{4}$	0.1447	2.59
$γ_{5}$	-0.1248	-2.42
$γ_{6}$	0.0868	1.58
$γ_{7}$	-0.0868	-1.26
$γ_{8}$	-0.0379	-0.38

V-Lab

Meggitt PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Meggitt PLC Analyses