FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	11.4105	114,105,400.00
$α$	0.4304	4,304,220.00
$β$	0.5274	5,273,830.00
$γ_{1}$	-64.1622	-641,621,900.00
$γ_{2}$	213.7362	2,137,362,000.00
$γ_{3}$	-303.0448	-3,030,448,000.00
$γ_{4}$	244.8845	2,448,845,000.00
$γ_{5}$	34.6708	346,708,100.00
$γ_{6}$	-1,678.3890	-16,783,890,000.00

V-Lab

Farfetch Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 5th, 2025:4,239,921,173,795,570,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Farfetch Ltd Analyses