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
$ω$	0.8884	3.37
$α$	0.2608	4.83
$β$	0.6754	17.60
$γ_{1}$	-0.0774	-0.71
$γ_{2}$	0.1626	0.86
$γ_{3}$	-0.1334	-0.80
$γ_{4}$	0.1449	1.01
$γ_{5}$	-0.2550	-2.07
$γ_{6}$	0.3013	2.25
$γ_{7}$	-0.3000	-2.60
$γ_{8}$	0.2398	3.27

V-Lab

F&C Asset Management PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other F&C Asset Management PLC Analyses