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
$ω$	0.8637	4.55
$α$	0.0893	4.71
$β$	0.8145	18.21
$γ_{1}$	0.3925	1.92
$γ_{2}$	-0.7161	-2.32
$γ_{3}$	0.4654	2.19
$γ_{4}$	0.0405	0.16
$γ_{5}$	-0.4511	-1.28
$γ_{6}$	0.4068	1.04
$γ_{7}$	-0.0573	-0.13
$γ_{8}$	-0.3141	-0.83
$γ_{9}$	0.5037	2.31
$γ_{10}$	-0.4257	-3.00

V-Lab

Petrofac Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Petrofac Ltd Analyses