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
$m$	26
$α$	0.2028	11.07
$β$	0.2283	10.22
$γ$	0.1314	4.40
$λ_{1}$	0.3172	0.85
$λ_{2}$	0.0675	1.13
$λ_{3}$	0.9106	11.68

V-Lab

Petrofac Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Petrofac Ltd Analyses