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
$ω$	0.5241	4.82
$α$	0.1436	3.71
$β$	0.6336	9.94
$γ_{1}$	0.3795	0.82
$γ_{2}$	-1.2962	-1.89
$γ_{3}$	1.4634	4.14
$γ_{4}$	-0.5789	-2.18
$γ_{5}$	-0.0672	-0.19
$γ_{6}$	0.0656	0.17
$γ_{7}$	0.5959	1.58
$γ_{8}$	-1.0205	-2.96

V-Lab

Debenhams PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Debenhams PLC Analyses