FTSE 100 Implied Volatility Index 30 Days

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{type} for {date}

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	param	t-stat
$m$	81
$α$	0.0796	1.81
$β$	0.0000	0.00
$γ$	0.1446	1.02
$λ_{1}$	10.0000	0.04
$λ_{2}$	0.3372	0.04
$λ_{3}$	0.4475	0.03

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Hermes Pacific Investments PLC MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hermes Pacific Investments PLC Analyses