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
$ω$	0.4881	2.87
$α$	0.1588	6.73
$β$	0.7663	24.05
$γ_{1}$	-0.1616	-1.46
$γ_{2}$	0.3178	2.12
$γ_{3}$	-0.2656	-2.31
$γ_{4}$	0.1452	0.94
$γ_{5}$	0.0137	0.10
$γ_{6}$	-0.1189	-1.19
$γ_{7}$	0.0857	0.99
$γ_{8}$	-0.0708	-0.64
$γ_{9}$	0.1677	1.72
$γ_{10}$	-0.1752	-3.36

V-Lab

John Menzies plc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other John Menzies plc Analyses