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
$ω$	0.8317	6.65
$α$	0.2825	4.29
$β$	0.0000	0.00
$γ_{1}$	-0.4021	-0.46
$γ_{2}$	1.1098	0.79
$γ_{3}$	-1.1480	-1.11
$γ_{4}$	1.0489	1.27
$γ_{5}$	-0.2859	-0.32
$γ_{6}$	-2.9772	-2.42
$γ_{7}$	6.3213	4.53
$γ_{8}$	-6.6326	-4.58
$γ_{9}$	5.2995	3.05
$γ_{10}$	-5.8233	-2.53

V-Lab

Ascential Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ascential Ltd Analyses