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
$ω$	0.9476	3.13
$α$	0.0000	0.00
$β$	0.7822	0.32
$γ_{1}$	5.0342	0.64
$γ_{2}$	-13.3391	-1.08
$γ_{3}$	14.6030	1.39
$γ_{4}$	-7.4103	-0.74
$γ_{5}$	-6.6348	-0.98
$γ_{6}$	19.4571	2.21
$γ_{7}$	-24.7320	-1.79
$γ_{8}$	30.9045	2.08
$γ_{9}$	-48.3075	-3.87
$γ_{10}$	49.7413	6.15

V-Lab

Darktrace Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Darktrace Ltd Analyses