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
$ω$	1.2833	2.29
$α$	0.2208	4.22
$β$	0.6337	11.26
$γ_{1}$	-0.3229	-0.29
$γ_{2}$	0.2474	0.13
$γ_{3}$	0.9437	0.69
$γ_{4}$	-1.0242	-1.01
$γ_{5}$	-0.2692	-0.25
$γ_{6}$	-0.4077	-0.35
$γ_{7}$	3.1089	2.53
$γ_{8}$	-4.8330	-3.77
$γ_{9}$	4.8012	3.73
$γ_{10}$	-3.2536	-3.17

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Deepmatter Group PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Deepmatter Group PLC Analyses