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
$ω$	0.8157	3.34
$α$	0.1146	2.84
$β$	0.5875	3.53
$γ_{1}$	6.9339	2.88
$γ_{2}$	-11.7828	-2.98
$γ_{3}$	7.2528	2.43
$γ_{4}$	-5.8735	-2.07
$γ_{5}$	10.0857	3.04
$γ_{6}$	-11.6349	-2.41

V-Lab

GYG PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other GYG PLC Analyses