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
$ω$	1.4509	3.36
$α$	0.0815	2.75
$β$	0.8808	19.60
$γ_{1}$	-4.5942	-1.35
$γ_{2}$	8.0486	1.34
$γ_{3}$	-1.1137	-0.23
$γ_{4}$	-8.2474	-2.15
$γ_{5}$	12.9002	3.86
$γ_{6}$	-14.2317	-4.29
$γ_{7}$	12.3651	2.38
$γ_{8}$	-8.8438	-1.33
$γ_{9}$	8.8020	1.71
$γ_{10}$	-8.0207	-2.96

V-Lab

City of London Group PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other City of London Group PLC Analyses