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
$ω$	0.3523	3.04
$α$	0.0399	7.13
$β$	0.9452	107.59
$γ_{1}$	-0.0427	-0.47
$γ_{2}$	0.1092	0.78
$γ_{3}$	-0.1792	-1.95
$γ_{4}$	0.1363	1.96
$γ_{5}$	0.0565	0.92
$γ_{6}$	-0.1568	-2.51
$γ_{7}$	0.0952	1.92

V-Lab

Home Retail Group PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Home Retail Group PLC Analyses