FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.7144	4.02
$α$	0.0768	3.57
$β$	0.7091	9.45
$γ_{1}$	-0.1618	-0.52
$γ_{2}$	0.5250	1.21
$γ_{3}$	-0.9188	-2.71
$γ_{4}$	1.1542	3.21
$γ_{5}$	-1.0965	-3.60
$γ_{6}$	1.0650	4.02
$γ_{7}$	-1.1336	-3.76
$γ_{8}$	0.7660	2.76

V-Lab

Direct Line Insurance Group PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Direct Line Insurance Group PLC Analyses