FTSE 100 Implied Volatility Index 30 Days

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{type} for {date}

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	param	t-stat
$m$	51
$α$	0.1138	4.89
$β$	0.3952	3.75
$γ$	0.0314	0.76
$λ_{1}$	10.0000	0.09
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.8213	0.37

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ESR 2022 PLC MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ESR 2022 PLC Analyses