FTSE 100 Implied Volatility Index 30 Days

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	param	t-stat
$ω$	0.5374	1.57
$α$	0.0849	3.22
$β$	0.8393	15.01
$γ_{1}$	-0.4138	-0.24
$γ_{2}$	-0.0319	-0.01
$γ_{3}$	0.7257	0.64
$γ_{4}$	-0.2835	-0.30
$γ_{5}$	1.1910	1.07
$γ_{6}$	-3.4737	-2.50
$γ_{7}$	4.5969	3.23
$γ_{8}$	-4.4806	-3.87
$γ_{9}$	3.7890	2.57
$γ_{10}$	-2.2235	-1.48

V-Lab

Cambria Africa PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cambria Africa PLC Analyses