FTSE 100 Implied Volatility Index 30 Days

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{type} for {date}

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	param	t-stat
$ω$	1.3796	4.98
$α$	0.0997	6.53
$β$	0.8697	45.27
$γ_{1}$	0.2582	3.82
$γ_{2}$	-0.3532	-3.08
$γ_{3}$	0.1734	1.82
$γ_{4}$	-0.2078	-2.15
$γ_{5}$	0.2080	1.70
$γ_{6}$	0.0505	0.21

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Petropavlovsk PLC Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Petropavlovsk PLC Analyses