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
$ω$	18.9643	189,643,200.00
$α$	0.4511	4,511,440.00
$β$	0.3798	3,798,410.00
$γ_{1}$	-15.6759	-156,759,000.00
$γ_{2}$	16.1126	161,125,900.00
$γ_{3}$	0.5051	5,050,640.00
$γ_{4}$	64.4550	644,549,900.00
$γ_{5}$	-153.0047	-1,530,047,000.00
$γ_{6}$	-76.2447	-762,447,200.00

V-Lab

Evraz PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Evraz PLC Analyses