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
$ω$	0.8829	4.94
$α$	0.1050	6.18
$β$	0.7708	22.29
$γ_{1}$	0.1585	1.70
$γ_{2}$	-0.1996	-1.21
$γ_{3}$	0.0443	0.33
$γ_{4}$	-0.0544	-0.48
$γ_{5}$	0.1126	1.22
$γ_{6}$	-0.1032	-1.20
$γ_{7}$	0.0602	0.82
$γ_{8}$	0.0298	0.60
$γ_{9}$	-0.1179	-1.92
$γ_{10}$	0.0906	1.95

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De La Rue plc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other De La Rue plc Analyses