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
$ω$	0.6095	2.15
$α$	0.3023	4.84
$β$	0.3892	6.05
$γ_{1}$	0.7576	1.36
$γ_{2}$	-1.3267	-1.85
$γ_{3}$	0.7676	2.63
$γ_{4}$	-0.5018	-1.92
$γ_{5}$	0.7023	2.58
$γ_{6}$	-0.7103	-2.65
$γ_{7}$	0.6082	2.09
$γ_{8}$	-0.4174	-1.16
$γ_{9}$	-0.1031	-0.28
$γ_{10}$	0.9708	2.44

V-Lab

Abcam PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Abcam PLC Analyses