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
$ω$	1.3108	2.25
$α$	0.9113	10.20
$β$	0.0666	0.74
$γ_{1}$	85.4674	0.50
$γ_{2}$	-35.9081	-0.15
$γ_{3}$	-53.9193	-0.53
$γ_{4}$	-152.3595	-0.89
$γ_{5}$	343.1719	1.88
$γ_{6}$	-410.7672	-3.34
$γ_{7}$	525.3635	4.05
$γ_{8}$	-538.8054	-3.54
$γ_{9}$	467.6891	5.23
$γ_{10}$	-565.7686	-2.52

V-Lab

Parsley Box Group Ltd 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