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	9,863.4690	7.61***
α ARCH Response to squared shocks	0.1527	83.80***
β GARCH Volatility persistence	0.9969	2,511.16***
ν DF Student-t tail thickness	2.0049

V-Lab

Quantum Data Energy PLC GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Quantum Data Energy PLC Analyses