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
$m$	86
$α$	0.0840	5.76
$β$	0.7110	19.78
$γ$	0.1415	4.18
$λ_{1}$	0.4152	0.62
$λ_{2}$	0.1151	0.86
$λ_{3}$	0.8625	4.87

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Altus Strategies PLC MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Altus Strategies PLC Analyses