FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.4658	3.96
$α$	0.1673	7.74
$β$	0.7456	24.68
$γ_{1}$	-0.8491	-4.15
$γ_{2}$	1.3022	4.57
$γ_{3}$	-0.6264	-3.65
$γ_{4}$	0.2290	1.39
$γ_{5}$	-0.1218	-0.80
$γ_{6}$	0.1654	0.96
$γ_{7}$	-0.3573	-1.37

V-Lab

JPMorgan European Investment Trust plc - Income Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other JPMorgan European Investment Trust plc - Income Analyses