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
$ω$	0.7818	4.58
$α$	0.1215	3.60
$β$	0.4660	3.39
$γ_{1}$	1.6406	3.34
$γ_{2}$	-3.2210	-4.24
$γ_{3}$	2.8546	5.01
$γ_{4}$	-2.2218	-3.58
$γ_{5}$	2.1975	2.79
$γ_{6}$	-1.9377	-2.47
$γ_{7}$	0.6136	0.99
$γ_{8}$	-0.2101	-0.38
$γ_{9}$	0.7985	1.22
$γ_{10}$	-0.7458	-1.21

V-Lab

ADVFN PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ADVFN PLC Analyses