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
$ω$	1.8862	2.45
$α$	0.1866	2.04
$β$	0.6294	5.35
$γ_{1}$	3.9688	0.31
$γ_{2}$	-12.0879	-0.60
$γ_{3}$	16.7975	1.16
$γ_{4}$	-5.2374	-0.45
$γ_{5}$	-19.7288	-2.06
$γ_{6}$	35.0670	2.50
$γ_{7}$	-52.7127	-2.54
$γ_{8}$	85.7023	3.88
$γ_{9}$	-81.4479	-4.95
$γ_{10}$	33.2426	2.63

V-Lab

Aptiv Plc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Aptiv Plc Analyses