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
$m$	71
$α$	0.1642	5.03
$β$	0.4215	9.47
$γ$	-0.1227	-6.23
$λ_{1}$	4.5085	0.20
$λ_{2}$	0.4917	0.22
$λ_{3}$	0.0000	0.00

V-Lab

Merit Group PLC MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Merit Group PLC Analyses