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
$ω$	1.1332	1.14
$α$	0.1350	4.24
$β$	0.8532	21.12
$γ_{1}$	-2.0532	-0.42
$γ_{2}$	3.7118	0.61
$γ_{3}$	-3.3840	-1.29
$γ_{4}$	2.8612	1.14
$γ_{5}$	-1.2504	-0.43
$γ_{6}$	-3.3611	-1.28
$γ_{7}$	6.6357	4.18

V-Lab

Merlin Entertainments Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Merlin Entertainments Ltd Analyses