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
$ω$	0.3976	3.87
$α$	0.1490	5.09
$β$	0.7342	15.26
$γ_{1}$	-1.5541	-4.12
$γ_{2}$	1.8892	3.29
$γ_{3}$	-0.8140	-1.51
$γ_{4}$	1.3463	2.45
$γ_{5}$	-1.1458	-2.64
$γ_{6}$	0.3180	0.85
$γ_{7}$	-0.2086	-0.54
$γ_{8}$	0.2729	0.55
$γ_{9}$	-0.1741	-0.38

V-Lab

Independent Investment Trust PLC/Fund Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Independent Investment Trust PLC/Fund Analyses