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
$ω$	0.6104	2.06
$α$	0.3539	3.06
$β$	0.0000	0.00
$γ_{1}$	-5.3756	-0.66
$γ_{2}$	6.6227	0.57
$γ_{3}$	-3.0193	-0.61
$γ_{4}$	5.7231	2.32
$γ_{5}$	-8.2570	-3.36
$γ_{6}$	8.5555	3.68
$γ_{7}$	-9.4034	-3.95
$γ_{8}$	10.0378	3.62
$γ_{9}$	-9.9382	-3.84
$γ_{10}$	7.8933	4.59

V-Lab

Blue Prism Group plc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Blue Prism Group plc Analyses