FTSE 100 Implied Volatility Index 30 Days

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	param	t-stat
$ω$	0.6055	5.19
$α$	0.1308	12.52
$β$	0.7992	47.38
$γ$	-0.4032	-5.55
$δ$	1.0083	8.01

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Innovaderma PLC APARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Innovaderma PLC Analyses