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
$ω$	0.8724	6.42
$α$	0.1223	5.61
$β$	0.6656	11.12
$γ_{1}$	0.2251	8.63
$γ_{2}$	-0.4115	-9.79
$γ_{3}$	0.3245	8.99
$γ_{4}$	-0.2372	-7.45
$γ_{5}$	0.1587	4.86
$γ_{6}$	-0.0837	-2.26
$γ_{7}$	0.0280	0.88

V-Lab

Devro plc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Devro plc Analyses