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
$m$	121
$α$	0.0592	10.06
$β$	0.7474	40.31
$γ$	0.0709	10.12
$λ_{1}$	0.0214	0.86
$λ_{2}$	0.0315	1.46
$λ_{3}$	0.9643	37.81

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Devro plc MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Devro plc Analyses