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
$ω$	0.7223	3.67
$α$	0.1800	4.41
$β$	0.6711	11.50
$γ_{1}$	-0.0513	-1.30
$γ_{2}$	0.1148	2.02
$γ_{3}$	-0.1331	-3.03
$γ_{4}$	0.0913	1.98
$γ_{5}$	-0.0432	-0.69

V-Lab

NEX Group PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NEX Group PLC Analyses