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
$ω$	0.5614	1.39
$α$	0.1565	3.04
$β$	0.7235	7.80
$γ_{1}$	-20.4592	-1.35
$γ_{2}$	29.3409	1.46
$γ_{3}$	-9.4600	-0.73
$γ_{4}$	-1.1362	-0.08
$γ_{5}$	4.1682	0.32
$γ_{6}$	-13.5040	-0.97
$γ_{7}$	21.1383	1.41
$γ_{8}$	-4.3208	-0.25
$γ_{9}$	-38.5229	-1.07

V-Lab

Craven House Capital PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Craven House Capital PLC Analyses