FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

How illiquidity evolves over time

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0000	9.37***
α ARCH Response to squared shocks	0.3098	22.11***
β GARCH Volatility persistence	0.6902	40.65***
γ leverage Additional response to negative shocks	0.0667	1.83*
δ power Transformation power	1.2762	13.89***

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Quantum Data Energy PLC Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Quantum Data Energy PLC Analyses