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
$ω$	1.6212	3.13
$α$	0.2012	4.72
$β$	0.5998	11.02
$γ_{1}$	0.9305	1.71
$γ_{2}$	-1.5227	-2.01
$γ_{3}$	0.6035	1.42
$γ_{4}$	0.3010	0.62
$γ_{5}$	-0.2481	-0.28
$γ_{6}$	-0.5517	-0.45
$γ_{7}$	1.0231	1.01
$γ_{8}$	-1.1489	-1.69
$γ_{9}$	1.4936	2.04
$γ_{10}$	-1.3549	-2.03

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EMIS Group plc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other EMIS Group plc Analyses