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
$ω$	1.1921	4.46
$α$	0.4225	4.81
$β$	0.1430	2.41
$γ_{1}$	-0.6623	-2.99
$γ_{2}$	0.9403	2.76
$γ_{3}$	-0.4144	-1.80
$γ_{4}$	0.3172	1.44
$γ_{5}$	-0.2488	-0.97
$γ_{6}$	0.0875	0.36
$γ_{7}$	-0.0387	-0.26

V-Lab

Impellam Group PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Impellam Group PLC Analyses