FTSE 100 Implied Volatility Index 30 Days

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	param	t-stat
$ω$	0.5988	0.75
$α$	0.9329	5.25
$β$	0.0000	0.00
$γ_{1}$	-6.2497	-0.62
$γ_{2}$	35.6446	1.93
$γ_{3}$	-56.7255	-2.42
$γ_{4}$	32.5896	1.25
$γ_{5}$	-12.1203	-0.64
$γ_{6}$	15.4674	1.19
$γ_{7}$	-12.6566	-1.08
$γ_{8}$	4.2801	0.40
$γ_{9}$	10.2173	0.50
$γ_{10}$	-76.5003	-1.96

V-Lab

MusicMagpie PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other MusicMagpie PLC Analyses