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
$ω$	1.0949	1.95
$α$	0.9635	19.24
$β$	0.0000	0.00
$γ_{1}$	84.7817	0.56
$γ_{2}$	-27.0954	-0.13
$γ_{3}$	-74.0875	-0.73
$γ_{4}$	-117.3065	-0.66
$γ_{5}$	291.0078	1.51
$γ_{6}$	-359.0213	-2.78
$γ_{7}$	460.1216	4.13
$γ_{8}$	-399.1049	-2.85
$γ_{9}$	219.7759	2.17
$γ_{10}$	-138.4496	-3.32

V-Lab

Parsley Box Group Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Parsley Box Group Ltd Analyses