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
$ω$	1.4798	4.32
$α$	0.1326	7.34
$β$	0.8017	33.14
$γ_{1}$	0.1195	2.66
$γ_{2}$	-0.0853	-1.17
$γ_{3}$	-0.1188	-2.01
$γ_{4}$	0.1175	2.58
$γ_{5}$	-0.0276	-0.86
$γ_{6}$	-0.0165	-0.44

V-Lab

Aberdeen Asset Management PLC 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