FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.1519	1.88
$α$	0.1377	6.27
$β$	0.6880	13.44
$γ_{1}$	0.3726	1.71
$γ_{2}$	-0.6307	-2.22
$γ_{3}$	0.3478	2.31
$γ_{4}$	-0.0778	-0.61
$γ_{5}$	-0.0150	-0.15
$γ_{6}$	0.0205	0.28
$γ_{7}$	-0.0921	-1.43
$γ_{8}$	0.1405	2.02
$γ_{9}$	-0.0474	-0.57
$γ_{10}$	-0.1872	-1.53

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Numis Corporation Plc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Numis Corporation Plc Analyses