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
$ω$	0.9612	3.14
$α$	0.0805	7.71
$β$	0.8927	68.91
$γ_{1}$	-0.0871	-1.28
$γ_{2}$	0.1972	2.17
$γ_{3}$	-0.2185	-4.22
$γ_{4}$	0.1767	3.65
$γ_{5}$	-0.0859	-2.45

V-Lab

Old Mutual PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Old Mutual PLC Analyses