FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.0003	3,370.00
$α$	0.5717	5,717,140.00
$β$	0.4280	4,279,690.00
$γ_{1}$	-282.0539	-2,820,539,000.00
$γ_{2}$	432.3533	4,323,533,000.00
$γ_{3}$	-293.4634	-2,934,634,000.00
$γ_{4}$	342.8654	3,428,654,000.00
$γ_{5}$	-381.8462	-3,818,462,000.00
$γ_{6}$	403.2800	4,032,800,000.00
$γ_{7}$	-542.6109	-5,426,109,000.00
$γ_{8}$	1,590.2250	15,902,250,000.00
$γ_{9}$	-4,494.1760	-44,941,760,000.00
$γ_{10}$	5,303.7770	53,037,770,000.00

V-Lab

Farfetch Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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