FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.2531	1.71
$α$	0.1692	4.98
$β$	0.8088	20.45
$γ_{1}$	0.2267	3.08
$γ_{2}$	-0.3229	-2.47
$γ_{3}$	0.0867	0.76
$γ_{4}$	0.0293	0.30
$γ_{5}$	-0.0489	-0.51
$γ_{6}$	0.0497	0.65

V-Lab

Amlin PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Amlin PLC Analyses