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
$ω$	1.4061	14,061,400.00
$α$	0.2844	2,843,770.00
$β$	0.6217	6,216,540.00
$γ_{1}$	-1.3737	-13,736,740.00
$γ_{2}$	-1.4003	-14,003,140.00
$γ_{3}$	-23.2265	-232,264,900.00
$γ_{4}$	-0.3634	-3,633,810.00
$γ_{5}$	24.2055	242,054,800.00
$γ_{6}$	43.6729	436,729,400.00
$γ_{7}$	15.2972	152,972,100.00
$γ_{8}$	-73.0001	-730,000,500.00
$γ_{9}$	-242.6364	-2,426,364,000.00
$γ_{10}$	492.6474	4,926,474,000.00

V-Lab

Evraz PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Evraz PLC Analyses