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
$ω$	1.3574	2.25
$α$	0.2245	4.32
$β$	0.6507	11.44
$γ_{1}$	-0.3142	-0.28
$γ_{2}$	0.2420	0.13
$γ_{3}$	0.9524	0.69
$γ_{4}$	-1.0324	-0.98
$γ_{5}$	-0.2920	-0.27
$γ_{6}$	-0.3606	-0.31
$γ_{7}$	2.9726	2.37
$γ_{8}$	-4.3941	-3.42
$γ_{9}$	3.5791	2.85
$γ_{10}$	-0.1987	-0.08

V-Lab

Deepmatter Group PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Deepmatter Group PLC Analyses