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
$ω$	1.1065	11,065,290.00
$α$	0.1020	1,020,120.00
$β$	0.7982	7,982,120.00
$γ_{1}$	1.6945	16,945,490.00
$γ_{2}$	-1.6827	-16,827,400.00
$γ_{3}$	-8.4687	-84,686,980.00
$γ_{4}$	-4.6262	-46,261,540.00
$γ_{5}$	33.1656	331,656,400.00

V-Lab

Carillion PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Carillion PLC Analyses