EURO STOXX 50 Volatility Index

FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.7899	3.26
$α$	0.1406	5.06
$β$	0.8219	23.20
$γ_{1}$	0.7679	1.88
$γ_{2}$	-1.6777	-2.99
$γ_{3}$	1.4467	4.08
$γ_{4}$	-0.7107	-1.63
$γ_{5}$	0.8357	1.63
$γ_{6}$	-1.6852	-3.88
$γ_{7}$	1.5805	3.72
$γ_{8}$	-0.6693	-1.86

V-Lab

AFI Development PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AFI Development PLC Analyses