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
$ω$	0.6781	5.29
$α$	0.1857	8.07
$β$	0.5412	11.42
$γ_{1}$	0.0895	1.38
$γ_{2}$	-0.0075	-0.07
$γ_{3}$	-0.1331	-1.59
$γ_{4}$	0.0185	0.27
$γ_{5}$	0.0669	1.54
$γ_{6}$	-0.0931	-2.65
$γ_{7}$	0.1294	3.10
$γ_{8}$	-0.0585	-1.19
$γ_{9}$	-0.0828	-1.55
$γ_{10}$	0.0969	2.50

V-Lab

N Brown Group PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other N Brown Group PLC Analyses