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
$ω$	0.7195	4.16
$α$	0.0940	3.92
$β$	0.6436	7.44
$γ_{1}$	-0.1543	-0.51
$γ_{2}$	0.5123	1.21
$γ_{3}$	-0.9027	-2.72
$γ_{4}$	1.1182	3.17
$γ_{5}$	-1.0138	-3.35
$γ_{6}$	0.8744	3.11
$γ_{7}$	-0.6906	-1.72
$γ_{8}$	-0.4861	-0.79

V-Lab

Direct Line Insurance Group PLC 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