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
$ω$	0.8699	1.81
$α$	0.1686	2.14
$β$	0.0767	0.33
$γ_{1}$	0.4935	0.16
$γ_{2}$	-0.1994	-0.05
$γ_{3}$	-3.3277	-1.40
$γ_{4}$	6.1378	3.04
$γ_{5}$	-3.9159	-2.96

V-Lab

Altus Strategies PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Altus Strategies PLC Analyses