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
$ω$	1.9036	2.48
$α$	0.1871	2.02
$β$	0.6167	4.99
$γ_{1}$	4.4324	0.35
$γ_{2}$	-12.6486	-0.63
$γ_{3}$	16.8098	1.18
$γ_{4}$	-4.9507	-0.43
$γ_{5}$	-20.2034	-2.13
$γ_{6}$	35.6568	2.57
$γ_{7}$	-53.6435	-2.61
$γ_{8}$	88.3142	4.01
$γ_{9}$	-88.5797	-4.77
$γ_{10}$	52.5658	2.27

V-Lab

Aptiv Plc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Aptiv Plc Analyses