FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.3209	2.93
$α$	0.2421	2.56
$β$	0.6080	12.33
$γ_{1}$	-2.2577	-2.31
$γ_{2}$	4.1303	2.64
$γ_{3}$	-4.3851	-4.04
$γ_{4}$	4.0208	4.58
$γ_{5}$	-2.5867	-2.88
$γ_{6}$	1.3271	0.98

V-Lab

City Pub Group PLC/The Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other City Pub Group PLC/The Analyses