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
$ω$	0.7865	4.48
$α$	0.1199	3.62
$β$	0.5015	3.92
$γ_{1}$	1.6894	3.38
$γ_{2}$	-3.3117	-4.30
$γ_{3}$	2.9312	5.08
$γ_{4}$	-2.2821	-3.63
$γ_{5}$	2.2303	2.78
$γ_{6}$	-1.9157	-2.39
$γ_{7}$	0.5031	0.80
$γ_{8}$	0.0382	0.07
$γ_{9}$	0.2819	0.38
$γ_{10}$	0.4658	0.29

V-Lab

ADVFN PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ADVFN PLC Analyses