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
$ω$	0.6027	2.10
$α$	0.3053	4.86
$β$	0.3932	6.20
$γ_{1}$	0.7235	1.28
$γ_{2}$	-1.2713	-1.75
$γ_{3}$	0.7299	2.48
$γ_{4}$	-0.4732	-1.79
$γ_{5}$	0.6861	2.50
$γ_{6}$	-0.7162	-2.65
$γ_{7}$	0.6579	2.27
$γ_{8}$	-0.5649	-1.63
$γ_{9}$	0.2815	0.86
$γ_{10}$	-0.0645	-0.30

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Abcam PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Abcam PLC Analyses