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
$ω$	1.0376	5.88
$α$	0.0442	7.18
$β$	0.9389	111.27
$γ_{1}$	0.0494	1.58
$γ_{2}$	-0.0258	-0.52
$γ_{3}$	-0.0793	-2.09
$γ_{4}$	0.1148	3.04
$γ_{5}$	-0.1405	-3.50
$γ_{6}$	0.2262	2.69

V-Lab

GKN PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other GKN PLC Analyses