FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.3748	2.91
$α$	0.0797	3.12
$β$	0.5464	4.14
$γ_{1}$	0.3572	1.08
$γ_{2}$	-0.4623	-0.95
$γ_{3}$	0.2064	0.67
$γ_{4}$	-0.4759	-1.73
$γ_{5}$	0.8265	2.93
$γ_{6}$	-0.6709	-2.38
$γ_{7}$	0.4212	1.38
$γ_{8}$	-0.1860	-0.50
$γ_{9}$	-0.2723	-0.64
$γ_{10}$	0.1469	0.34

V-Lab

Micro Focus International PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Micro Focus International PLC Analyses