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
$ω$	5.1902	2.10
$α$	0.3228	2.50
$β$	0.6383	8.11
$γ_{1}$	12.1731	0.50
$γ_{2}$	-19.4633	-0.56
$γ_{3}$	13.2419	0.48
$γ_{4}$	2.9823	0.10
$γ_{5}$	-42.1912	-1.54
$γ_{6}$	102.9476	2.68
$γ_{7}$	-207.9358	-5.06
$γ_{8}$	491.9373	10.43
$γ_{9}$	-1,011.8330	-17.19
$γ_{10}$	1,050.4550	31.75

V-Lab

East Imperial Plc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other East Imperial Plc Analyses