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
$ω$	0.7207	4.73
$α$	0.2356	6.02
$β$	0.3666	3.82
$γ_{1}$	0.0129	0.13
$γ_{2}$	-0.2639	-1.81
$γ_{3}$	0.4347	4.80
$γ_{4}$	-0.1252	-1.43
$γ_{5}$	-0.2612	-3.23
$γ_{6}$	0.3705	4.82
$γ_{7}$	-0.2292	-2.87
$γ_{8}$	-0.0003	-0.00

V-Lab

Fidessa Group PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fidessa Group PLC Analyses