FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.3796	4.23
$α$	0.1147	3.50
$β$	0.2924	1.56
$γ_{1}$	-4.1421	-3.59
$γ_{2}$	5.3633	2.98
$γ_{3}$	-1.2410	-1.11
$γ_{4}$	-0.8010	-0.81
$γ_{5}$	2.3276	2.01
$γ_{6}$	-3.4221	-2.49
$γ_{7}$	3.3111	2.23
$γ_{8}$	-0.8384	-0.62
$γ_{9}$	-2.0020	-1.41
$γ_{10}$	7.8296	3.08

V-Lab

Pittards PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pittards PLC Analyses