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
$ω$	0.9422	2.74
$α$	0.0845	4.99
$β$	0.8649	39.81
$γ_{1}$	-0.1410	-1.12
$γ_{2}$	0.1144	0.62
$γ_{3}$	0.2487	2.37
$γ_{4}$	-0.5214	-7.38
$γ_{5}$	0.5546	6.29
$γ_{6}$	-0.4291	-3.38
$γ_{7}$	0.2961	1.90
$γ_{8}$	-0.5674	-3.01

V-Lab

AVEVA Group PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AVEVA Group PLC Analyses