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
$ω$	0.3016	2.91
$α$	0.1410	4.04
$β$	0.5900	6.84
$γ_{1}$	-1.3124	-2.12
$γ_{2}$	1.0795	1.31
$γ_{3}$	0.5382	1.14
$γ_{4}$	-0.4233	-0.77
$γ_{5}$	0.3494	0.69
$γ_{6}$	-0.5580	-1.21
$γ_{7}$	0.8449	1.53
$γ_{8}$	-1.4651	-2.44
$γ_{9}$	1.9697	3.58
$γ_{10}$	-1.4528	-3.74

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Cenkos Securities PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cenkos Securities PLC Analyses