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
$ω$	0.5725	2.18
$α$	0.2206	3.55
$β$	0.0000	0.00
$γ_{1}$	-5.2991	-0.70
$γ_{2}$	6.7038	0.62
$γ_{3}$	-3.3994	-0.75
$γ_{4}$	5.9902	2.68
$γ_{5}$	-8.1060	-3.70
$γ_{6}$	7.7873	3.65
$γ_{7}$	-7.4737	-3.34
$γ_{8}$	5.6938	2.52
$γ_{9}$	-0.7624	-0.24
$γ_{10}$	-19.1247	-2.41

V-Lab

Blue Prism Group plc 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