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CBOE EFA ETF Volatility Index

FTSE 100 Implied Volatility Index 30 Days

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3421	5.65
$α$	0.0779	2.95
$β$	0.8525	17.24
$γ_{1}$	1.4836	2.26
$γ_{2}$	-1.9948	-1.83
$γ_{3}$	0.0068	0.01
$γ_{4}$	1.2723	1.95
$γ_{5}$	-1.2918	-1.82
$γ_{6}$	0.5890	0.90
$γ_{7}$	0.7891	1.66
$γ_{8}$	-1.8947	-2.45
$γ_{9}$	1.3999	1.57

V-Lab

Ithaca Energy E&P Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ithaca Energy E&P Ltd Analyses