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
$ω$	15.2521	152,520,600.00
$α$	0.0791	791,330.00
$β$	0.9202	9,202,040.00
$γ_{1}$	9.6453	96,453,290.00
$γ_{2}$	-55.2762	-552,761,500.00
$γ_{3}$	259.4173	2,594,173,000.00
$γ_{4}$	-2,892.1700	-28,921,700,000.00

V-Lab

ITSARM PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ITSARM PLC Analyses