FTSE 100 Implied Volatility Index 30 Days

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	param	t-stat
$ω$	1.1444	1.89
$α$	0.1333	6.39
$β$	0.6817	12.06
$γ_{1}$	0.3633	1.68
$γ_{2}$	-0.6106	-2.16
$γ_{3}$	0.3294	2.22
$γ_{4}$	-0.0671	-0.54
$γ_{5}$	-0.0174	-0.18
$γ_{6}$	0.0181	0.25
$γ_{7}$	-0.0943	-1.48
$γ_{8}$	0.1660	2.35
$γ_{9}$	-0.1288	-1.38
$γ_{10}$	0.0503	0.55

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Numis Corporation Plc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Numis Corporation Plc Analyses