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
$ω$	0.7026	2.99
$α$	0.2278	4.45
$β$	0.6505	8.10
$γ_{1}$	0.1167	0.64
$γ_{2}$	-0.2902	-1.01
$γ_{3}$	0.2011	0.86
$γ_{4}$	0.1924	0.98
$γ_{5}$	-0.2205	-1.62
$γ_{6}$	-0.1004	-0.46
$γ_{7}$	-0.1900	-0.45
$γ_{8}$	0.5306	1.26
$γ_{9}$	-0.2469	-0.84
$γ_{10}$	0.1390	0.49

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Redde plc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Redde plc Analyses