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
$ω$	0.3397	2.95
$α$	0.0377	6.74
$β$	0.9457	97.00
$γ_{1}$	-0.0287	-0.22
$γ_{2}$	0.0606	0.32
$γ_{3}$	-0.0447	-0.44
$γ_{4}$	-0.1165	-1.56
$γ_{5}$	0.2856	3.51
$γ_{6}$	-0.1945	-2.00
$γ_{7}$	0.0048	0.04
$γ_{8}$	0.0268	0.23

V-Lab

Home Retail Group PLC 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