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
$ω$	100.0000	1.16
$α$	0.0000	0.00
$β$	0.9323	0.14
$γ_{1}$	2,145.4170	0.89
$γ_{2}$	-3,272.8980	-1.16
$γ_{3}$	1,805.0210	2.69
$γ_{4}$	-641.8007	-1.06
$γ_{5}$	-2,200.2530	-2.99
$γ_{6}$	6,879.0520	10.42
$γ_{7}$	-8,381.2500	-16.37
$γ_{8}$	4,430.7290	7.67
$γ_{9}$	-604.5919	-1.36

V-Lab

Polyus PJSC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Polyus PJSC Analyses