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
$ω$	0.9528	3.13
$α$	0.0804	7.70
$β$	0.8919	67.30
$γ_{1}$	-0.0917	-1.35
$γ_{2}$	0.2089	2.30
$γ_{3}$	-0.2397	-4.41
$γ_{4}$	0.2176	3.51
$γ_{5}$	-0.1734	-1.83

V-Lab

Old Mutual PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Old Mutual PLC Analyses