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
$ω$	0.8091	6.57
$α$	0.2729	4.52
$β$	0.0000	0.00
$γ_{1}$	-0.5193	-0.60
$γ_{2}$	1.2605	0.90
$γ_{3}$	-1.1960	-1.16
$γ_{4}$	1.0917	1.32
$γ_{5}$	-0.3742	-0.42
$γ_{6}$	-2.8105	-2.27
$γ_{7}$	6.0068	4.23
$γ_{8}$	-5.9556	-3.82
$γ_{9}$	3.7253	2.01
$γ_{10}$	-1.6201	-1.06

V-Lab

Ascential Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ascential Ltd Analyses