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
$ω$	0.8997	5.18
$α$	0.0155	0.70
$β$	0.1814	0.13
$γ_{1}$	4.2712	0.65
$γ_{2}$	-12.5464	-1.10
$γ_{3}$	14.4343	1.33
$γ_{4}$	-6.8980	-0.66
$γ_{5}$	-7.5344	-1.08
$γ_{6}$	20.6698	2.30
$γ_{7}$	-26.6624	-1.89
$γ_{8}$	34.9272	2.27
$γ_{9}$	-57.5793	-4.31
$γ_{10}$	71.6222	6.37

V-Lab

Darktrace Ltd Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Darktrace Ltd Analyses