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
$ω$	0.4763	2.79
$α$	0.1531	6.54
$β$	0.7784	24.65
$γ_{1}$	-0.1786	-1.59
$γ_{2}$	0.3445	2.27
$γ_{3}$	-0.2811	-2.42
$γ_{4}$	0.1507	0.96
$γ_{5}$	0.0187	0.13
$γ_{6}$	-0.1339	-1.30
$γ_{7}$	0.1176	1.31
$γ_{8}$	-0.1384	-1.22
$γ_{9}$	0.3250	2.91
$γ_{10}$	-0.6371	-5.77

V-Lab

John Menzies plc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other John Menzies plc Analyses