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
$ω$	1.4753	4.30
$α$	0.1327	7.33
$β$	0.8016	33.09
$γ_{1}$	0.1187	2.63
$γ_{2}$	-0.0841	-1.15
$γ_{3}$	-0.1194	-2.02
$γ_{4}$	0.1188	2.63
$γ_{5}$	-0.0318	-1.09
$γ_{6}$	-0.0035	-0.20

V-Lab

Aberdeen Asset Management PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Aberdeen Asset Management PLC Analyses