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
$ω$	0.8426	2.51
$α$	0.1667	2.18
$β$	0.0688	0.32
$γ_{1}$	0.3002	0.34
$γ_{2}$	-1.6723	-1.32
$γ_{3}$	3.6839	3.42

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Altus Strategies PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Altus Strategies PLC Analyses