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
$ω$	0.9567	3.49
$α$	0.1744	5.67
$β$	0.6439	13.92
$γ_{1}$	-0.6145	-2.12
$γ_{2}$	0.9515	2.38
$γ_{3}$	-0.5676	-2.15
$γ_{4}$	0.5109	1.99
$γ_{5}$	-0.6254	-3.02
$γ_{6}$	0.6315	2.86
$γ_{7}$	-0.2603	-1.12
$γ_{8}$	-0.2238	-0.92
$γ_{9}$	0.4024	1.08
$γ_{10}$	-2.2050	-3.98

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Hargreaves Lansdown PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hargreaves Lansdown PLC Analyses