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
$ω$	0.8253	6.77
$α$	0.1149	4.75
$β$	0.8153	25.18
$γ_{1}$	-0.0172	-0.35
$γ_{2}$	0.0814	1.11
$γ_{3}$	-0.1170	-2.29
$γ_{4}$	0.0073	0.14
$γ_{5}$	0.1506	2.81
$γ_{6}$	-0.1762	-2.81
$γ_{7}$	0.0825	1.23
$γ_{8}$	-0.0068	-0.14

V-Lab

BG Group PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other BG Group PLC Analyses