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
$ω$	0.2292	2.99
$α$	0.1167	3.60
$β$	0.6205	6.63
$γ_{1}$	-2.5198	-4.77
$γ_{2}$	2.9595	3.24
$γ_{3}$	-0.4735	-0.53
$γ_{4}$	0.0740	0.08
$γ_{5}$	-0.1646	-0.17
$γ_{6}$	0.2357	0.28
$γ_{7}$	0.1564	0.26
$γ_{8}$	-0.7615	-1.34
$γ_{9}$	0.9873	1.64
$γ_{10}$	-0.7575	-1.67

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Merit Group PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Merit Group PLC Analyses