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
$ω$	2.0733	3.14
$α$	0.1711	2.79
$β$	0.6803	9.46
$γ_{1}$	4.3509	1.93
$γ_{2}$	-5.1276	-1.34
$γ_{3}$	-1.1456	-0.41
$γ_{4}$	4.2057	1.54
$γ_{5}$	-3.0434	-0.88
$γ_{6}$	1.3598	0.42
$γ_{7}$	-2.6951	-0.89
$γ_{8}$	3.4325	1.00
$γ_{9}$	1.7271	0.43
$γ_{10}$	-5.7332	-1.58

V-Lab

Gusbourne PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Gusbourne PLC Analyses