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
$ω$	0.7281	2.55
$α$	0.1528	2.69
$β$	0.2328	0.79
$γ_{1}$	0.2132	0.06
$γ_{2}$	3.1475	0.59
$γ_{3}$	-7.8175	-1.92
$γ_{4}$	6.9434	1.82
$γ_{5}$	-4.0716	-1.18
$γ_{6}$	2.8777	1.00
$γ_{7}$	-0.4340	-0.18
$γ_{8}$	1.9533	0.43

V-Lab

Pelatro PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pelatro PLC Analyses