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
$ω$	0.4166	1.40
$α$	0.1039	1.78
$β$	0.5766	3.05
$γ_{1}$	3.7587	0.44
$γ_{2}$	-4.8672	-0.44
$γ_{3}$	1.2570	0.23
$γ_{4}$	4.0353	0.84
$γ_{5}$	-8.6609	-1.67
$γ_{6}$	-1.2300	-0.25
$γ_{7}$	19.6657	5.07
$γ_{8}$	-25.6866	-6.32
$γ_{9}$	16.0280	3.30
$γ_{10}$	-4.9287	-1.37

V-Lab

Actual Experience PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Actual Experience PLC Analyses