FTSE 100 Implied Volatility Index 30 Days

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	param	t-stat
$ω$	3.1958	1.66
$α$	0.1702	4.12
$β$	0.7885	37.50
$γ_{1}$	0.7389	1.89
$γ_{2}$	-1.1226	-1.89
$γ_{3}$	0.6202	1.28
$γ_{4}$	-0.3942	-0.96
$γ_{5}$	0.1396	0.42
$γ_{6}$	0.2534	0.78
$γ_{7}$	-0.4872	-1.28
$γ_{8}$	0.5398	1.41
$γ_{9}$	-0.9389	-3.22
$γ_{10}$	1.1247	6.30

V-Lab

Britvic PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Britvic PLC Analyses