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
$ω$	0.8719	3.48
$α$	0.2614	4.80
$β$	0.6723	17.39
$γ_{1}$	-0.0846	-0.78
$γ_{2}$	0.1748	0.93
$γ_{3}$	-0.1423	-0.86
$γ_{4}$	0.1533	1.08
$γ_{5}$	-0.2647	-2.16
$γ_{6}$	0.3161	2.36
$γ_{7}$	-0.3299	-2.70
$γ_{8}$	0.3162	2.09

V-Lab

F&C Asset Management PLC 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