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
$ω$	0.9519	1.28
$α$	0.0841	4.10
$β$	0.9005	34.60
$γ_{1}$	-0.5766	-0.80
$γ_{2}$	0.8975	0.91
$γ_{3}$	-0.6268	-0.92
$γ_{4}$	0.6306	0.99
$γ_{5}$	-0.6861	-1.53
$γ_{6}$	0.7303	1.77
$γ_{7}$	-0.5668	-1.29
$γ_{8}$	0.4805	0.98
$γ_{9}$	-1.3250	-2.36
$γ_{10}$	1.8386	4.56

V-Lab

Hargreaves Lansdown PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hargreaves Lansdown PLC Analyses