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
$ω$	2.2711	4.10
$α$	0.1709	4.10
$β$	0.5767	6.59
$γ_{1}$	10.3911	2.82
$γ_{2}$	-14.7057	-2.33
$γ_{3}$	8.2431	1.57
$γ_{4}$	-7.0871	-1.27
$γ_{5}$	4.9188	0.98
$γ_{6}$	-6.5651	-1.65
$γ_{7}$	11.9556	3.29
$γ_{8}$	-13.3947	-3.27
$γ_{9}$	12.6346	2.42
$γ_{10}$	-9.6579	-2.09

V-Lab

OnTheMarket PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other OnTheMarket PLC Analyses