FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.7136	2.00
$α$	0.3554	4.51
$β$	0.6289	7.61
$γ_{1}$	-31.3246	-0.43
$γ_{2}$	47.1276	0.53
$γ_{3}$	-21.3402	-0.70
$γ_{4}$	7.2483	0.33
$γ_{5}$	-4.7885	-0.26
$γ_{6}$	6.9141	0.28
$γ_{7}$	-10.3976	-0.36
$γ_{8}$	17.6866	0.75
$γ_{9}$	-45.3259	-2.07
$γ_{10}$	59.3547	3.58

V-Lab

Jimmy Choo PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Jimmy Choo PLC Analyses