FTSE 100 Implied Volatility Index 30 Days

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	param	t-stat
$ω$	0.5459	3.88
$α$	0.2151	5.45
$β$	0.0730	1.31
$γ_{1}$	0.0917	0.67
$γ_{2}$	-0.1964	-1.02
$γ_{3}$	0.0826	0.73
$γ_{4}$	0.1571	1.50
$γ_{5}$	-0.3029	-2.68
$γ_{6}$	0.1730	2.11
$γ_{7}$	0.1007	1.66
$γ_{8}$	-0.1805	-2.82
$γ_{9}$	0.1035	1.92

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Dairy Crest Group Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dairy Crest Group Ltd Analyses