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
$m$	21
$α$	0.2673	10.84
$β$	0.5853	13.37
$γ$	-0.1948	-5.42
$λ_{1}$	2.6052	0.38
$λ_{2}$	0.4502	0.35
$λ_{3}$	0.3494	0.20

V-Lab

OnTheMarket PLC MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other OnTheMarket PLC Analyses