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
$ω$	2.8631	28,631,420.00
$α$	0.4196	4,195,700.00
$β$	0.5804	5,804,300.00
$γ_{1}$	-48.8035	-488,035,300.00
$γ_{2}$	124.2041	1,242,041,000.00
$γ_{3}$	-91.0682	-910,681,600.00
$γ_{4}$	-13.3830	-133,830,100.00
$γ_{5}$	47.0514	470,513,800.00
$γ_{6}$	35.0162	350,162,100.00
$γ_{7}$	-177.7905	-1,777,905,000.00
$γ_{8}$	211.1375	2,111,375,000.00
$γ_{9}$	-1.9810	-19,809,980.00
$γ_{10}$	-1,079.2060	-10,792,060,000.00

V-Lab

China Nonferrous Gold Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other China Nonferrous Gold Ltd Analyses