CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

FTSE 100 Implied Volatility Index 30 Days

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{type} for {date}

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	param	t-stat
$ω$	1.6543	1.93
$α$	0.1749	2.81
$β$	0.2523	1.76
$γ_{1}$	-1.4826	-0.34
$γ_{2}$	2.2873	0.43
$γ_{3}$	0.4269	0.16
$γ_{4}$	-1.6200	-0.69
$γ_{5}$	-0.0315	-0.02
$γ_{6}$	-0.6509	-0.35
$γ_{7}$	6.1992	2.71
$γ_{8}$	-11.9022	-4.50
$γ_{9}$	14.5582	5.04
$γ_{10}$	-12.3563	-4.62

V-Lab

Mcphy Energy Sa Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mcphy Energy Sa Analyses