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
$ω$	0.8057	2.32
$α$	0.1896	7.38
$β$	0.7664	28.22
$γ_{1}$	0.7476	1.88
$γ_{2}$	-1.4163	-2.36
$γ_{3}$	0.9832	2.50
$γ_{4}$	-0.3041	-0.99
$γ_{5}$	-0.0129	-0.06
$γ_{6}$	0.0170	0.08
$γ_{7}$	0.0208	0.09
$γ_{8}$	0.6484	1.92

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Highbridge Tactical Credit Fund Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Highbridge Tactical Credit Fund Ltd Analyses