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FTSE 100 Implied Volatility Index 30 Days

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{type} for {date}

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	param	t-stat
$ω$	1.6396	1.60
$α$	0.0764	2.06
$β$	0.8635	9.83
$γ_{1}$	4.2578	0.61
$γ_{2}$	2.1711	0.22
$γ_{3}$	-15.1916	-2.04
$γ_{4}$	15.4479	1.69
$γ_{5}$	-11.6056	-0.74
$γ_{6}$	2.5376	0.16
$γ_{7}$	17.9855	1.87
$γ_{8}$	-34.5779	-4.34
$γ_{9}$	32.9016	3.67
$γ_{10}$	-16.3791	-1.42

V-Lab

HeiQ PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other HeiQ PLC Analyses