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
$ω$	1.4593	0.74
$α$	0.4687	12.29
$β$	0.5299	14.47
$γ_{1}$	-0.3085	-6.12
$γ_{2}$	0.3964	4.86
$γ_{3}$	-0.1527	-2.18
$γ_{4}$	0.1678	1.83

V-Lab

Raven Property Group Limited Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Raven Property Group Limited Analyses