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
$ω$	0.5410	2.68
$α$	0.2918	7.35
$β$	0.5459	13.58
$γ_{1}$	-0.1141	-0.82
$γ_{2}$	0.1007	0.54
$γ_{3}$	0.0453	0.41
$γ_{4}$	-0.1221	-0.97
$γ_{5}$	0.1263	1.06
$γ_{6}$	0.0317	0.34
$γ_{7}$	-0.1148	-1.72
$γ_{8}$	0.0452	0.60
$γ_{9}$	0.0077	0.09
$γ_{10}$	-0.0066	-0.10

V-Lab

Huntsworth Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Huntsworth Ltd Analyses