FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	2.1795	2.05
$α$	0.1510	3.39
$β$	0.7363	17.01
$γ_{1}$	0.6810	1.97
$γ_{2}$	-1.0945	-2.21
$γ_{3}$	0.6870	1.86
$γ_{4}$	-0.4468	-1.38
$γ_{5}$	0.1898	0.72
$γ_{6}$	0.1028	0.42
$γ_{7}$	-0.1327	-0.45
$γ_{8}$	-0.0946	-0.29
$γ_{9}$	0.2514	0.69
$γ_{10}$	-1.2604	-2.74

V-Lab

Britvic PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Britvic PLC Analyses