FTSE 100 Implied Volatility Index 30 Days

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	param	t-stat
$ω$	0.0710	2.37
$α$	0.1613	2.40
$β$	0.0486	0.32
$γ_{1}$	-61.3853	-4.83
$γ_{2}$	82.0566	3.76
$γ_{3}$	-29.9286	-1.51
$γ_{4}$	15.0051	0.86
$γ_{5}$	-14.7760	-1.11
$γ_{6}$	7.6225	0.55
$γ_{7}$	14.8251	1.01
$γ_{8}$	-31.0381	-1.93
$γ_{9}$	30.0740	1.49
$γ_{10}$	-15.0777	-0.90

V-Lab

Hermes Pacific Investments PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hermes Pacific Investments PLC Analyses