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
$ω$	0.2319	2.87
$α$	0.1104	3.45
$β$	0.6164	5.98
$γ_{1}$	-2.2584	-6.57
$γ_{2}$	2.8324	5.37
$γ_{3}$	-0.7104	-1.44
$γ_{4}$	0.1214	0.24
$γ_{5}$	0.0281	0.07
$γ_{6}$	0.1752	0.41
$γ_{7}$	-0.3434	-0.70
$γ_{8}$	0.0931	0.20
$γ_{9}$	0.7536	0.91

V-Lab

Merit Group PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Merit Group PLC Analyses