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
$ω$	0.2979	2.90
$α$	0.1443	3.98
$β$	0.5732	6.61
$γ_{1}$	-1.3476	-2.18
$γ_{2}$	1.1233	1.36
$γ_{3}$	0.5339	1.14
$γ_{4}$	-0.4351	-0.80
$γ_{5}$	0.3630	0.72
$γ_{6}$	-0.5667	-1.24
$γ_{7}$	0.8379	1.52
$γ_{8}$	-1.4082	-2.32
$γ_{9}$	1.7942	2.90
$γ_{10}$	-1.0060	-1.01

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Cenkos Securities PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cenkos Securities PLC Analyses