FTSE 100 Implied Volatility Index 30 Days

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{type} for {date}

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	param	t-stat
$ω$	0.4896	2.61
$α$	0.2814	6.32
$β$	0.5330	9.31
$γ_{1}$	-0.1309	-0.19
$γ_{2}$	0.6837	0.73
$γ_{3}$	-1.5118	-3.51
$γ_{4}$	1.8085	4.65
$γ_{5}$	-2.0042	-3.39

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Henderson Diversified Income Trust PLC Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Henderson Diversified Income Trust PLC Analyses