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
$ω$	1.1267	1.83
$α$	0.3362	3.96
$β$	0.5935	5.46
$γ_{1}$	-8.3067	-2.02
$γ_{2}$	13.6130	2.36
$γ_{3}$	-8.0775	-1.93
$γ_{4}$	5.4787	1.35
$γ_{5}$	-6.2254	-1.38
$γ_{6}$	7.4856	1.08
$γ_{7}$	-7.7696	-0.85
$γ_{8}$	9.7908	1.15
$γ_{9}$	-17.5100	-2.59
$γ_{10}$	18.4752	5.59

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Equiniti Group Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Equiniti Group Ltd Analyses