FTSE 100 Implied Volatility Index 30 Days

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	param	t-stat
$ω$	0.7238	1.50
$α$	0.1120	3.70
$β$	0.8392	22.15
$γ_{1}$	0.3325	0.19
$γ_{2}$	-1.0406	-0.44
$γ_{3}$	1.0196	0.79
$γ_{4}$	-0.2188	-0.19
$γ_{5}$	0.9204	0.70
$γ_{6}$	-3.0753	-1.82
$γ_{7}$	3.8734	2.30
$γ_{8}$	-2.6219	-1.89
$γ_{9}$	-0.8764	-0.43
$γ_{10}$	7.1882	1.26

V-Lab

Cambria Africa PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cambria Africa PLC Analyses