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
$ω$	98.3853	983,852,600.00
$α$	1.0000	10,000,000.00
$β$	-0.0000	-0.00
$γ_{1}$	12,553.5000	125,535,000,000.00
$γ_{2}$	-39,122.3800	-391,223,800,000.00
$γ_{3}$	54,738.3100	547,383,100,000.00
$γ_{4}$	-33,535.9200	-335,359,200,000.00
$γ_{5}$	-129,272.1000	-1,292,721,000,000.00
$γ_{6}$	436,093.7000	4,360,937,000,000.00
$γ_{7}$	-553,570.6000	-5,535,706,000,000.00
$γ_{8}$	308,758.9000	3,087,589,000,000.00
$γ_{9}$	120,995.8000	1,209,958,000,000.00

V-Lab

Polyus PJSC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Polyus PJSC Analyses