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
$ω$	0.7166	4.73
$α$	0.2393	5.96
$β$	0.3553	3.70
$γ_{1}$	0.0060	0.06
$γ_{2}$	-0.2525	-1.74
$γ_{3}$	0.4266	4.73
$γ_{4}$	-0.1177	-1.35
$γ_{5}$	-0.2715	-3.34
$γ_{6}$	0.3910	4.82
$γ_{7}$	-0.2777	-2.95
$γ_{8}$	0.1314	1.61

V-Lab

Fidessa Group PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fidessa Group PLC Analyses