FTSE 100 Implied Volatility Index 30 Days

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	param	t-stat
$ω$	0.7712	3.07
$α$	0.0880	2.61
$β$	0.8317	16.31
$γ_{1}$	-11.6086	-2.32
$γ_{2}$	19.3794	2.50
$γ_{3}$	-11.6080	-1.99
$γ_{4}$	2.5226	0.41
$γ_{5}$	5.6604	1.17
$γ_{6}$	-9.3822	-1.85
$γ_{7}$	8.5780	1.67
$γ_{8}$	-3.7369	-0.86
$γ_{9}$	-4.7930	-0.65
$γ_{10}$	24.8380	1.20

V-Lab

Caledonian Trust PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Caledonian Trust PLC Analyses