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
$ω$	0.5358	4.71
$α$	0.1343	3.89
$β$	0.5229	6.06
$γ_{1}$	0.7622	1.25
$γ_{2}$	-1.8763	-2.15
$γ_{3}$	1.4753	3.73
$γ_{4}$	-0.1329	-0.42
$γ_{5}$	-0.4352	-1.07
$γ_{6}$	0.2950	0.70
$γ_{7}$	-0.0844	-0.21
$γ_{8}$	0.1879	0.50
$γ_{9}$	0.6874	0.84

V-Lab

Debenhams PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Debenhams PLC Analyses