FTSE 100 Implied Volatility Index 30 Days

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	param	t-stat
$ω$	0.6829	3.69
$α$	0.0494	1.58
$β$	0.8344	7.46
$γ_{1}$	-11.2492	-2.86
$γ_{2}$	17.9071	2.88
$γ_{3}$	-9.3178	-1.86
$γ_{4}$	0.9468	0.18
$γ_{5}$	5.8689	1.51
$γ_{6}$	-9.1049	-2.35
$γ_{7}$	9.5797	2.45
$γ_{8}$	-8.3205	-2.32
$γ_{9}$	7.9375	1.42
$γ_{10}$	-6.6922	-1.14

V-Lab

Caledonian Trust PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Caledonian Trust PLC Analyses