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
$ω$	2.1066	2.81
$α$	0.1145	4.00
$β$	0.8783	33.22
$γ_{1}$	3.4542	0.99
$γ_{2}$	-5.7780	-1.10
$γ_{3}$	3.7548	0.97
$γ_{4}$	-3.2144	-0.97
$γ_{5}$	1.7434	0.58
$γ_{6}$	5.6353	2.08
$γ_{7}$	-10.5915	-3.94
$γ_{8}$	7.0776	3.16
$γ_{9}$	-3.8083	-2.01
$γ_{10}$	2.2288	1.55

V-Lab

Origo Partners PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Origo Partners PLC Analyses