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
$ω$	2.1903	3.23
$α$	0.1855	2.88
$β$	0.6239	7.37
$γ_{1}$	4.4692	2.69
$γ_{2}$	-6.2053	-2.14
$γ_{3}$	1.2437	0.53
$γ_{4}$	1.9065	1.08
$γ_{5}$	-1.3422	-0.71
$γ_{6}$	-2.1586	-0.84
$γ_{7}$	4.0638	1.61
$γ_{8}$	-2.9681	-1.29
$γ_{9}$	8.0596	2.33

V-Lab

Gusbourne PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Gusbourne PLC Analyses