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
$ω$	0.8988	5.01
$α$	0.0713	5.74
$β$	0.8891	51.01
$γ_{1}$	0.0698	2.33
$γ_{2}$	-0.0828	-1.86
$γ_{3}$	-0.0576	-1.49
$γ_{4}$	0.1671	5.09
$γ_{5}$	-0.1818	-6.41
$γ_{6}$	0.1265	5.38

V-Lab

Rexam PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Rexam PLC Analyses