FTSE 100 Implied Volatility Index 30 Days

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{type} for {date}

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	param	t-stat
$m$	126
$α$	0.0092	4.07
$β$	0.8899	64.40
$γ$	0.0657	8.07
$λ_{1}$	0.0144	0.44
$λ_{2}$	0.0329	0.93
$λ_{3}$	0.9626	19.51

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Direct Line Insurance Group PLC MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Direct Line Insurance Group PLC Analyses