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
$ω$	0.9104	5.92
$α$	0.1283	7.76
$β$	0.7723	23.78
$γ_{1}$	0.0585	1.53
$γ_{2}$	-0.0933	-1.60
$γ_{3}$	0.0844	2.41
$γ_{4}$	-0.1185	-4.26
$γ_{5}$	0.1041	3.77
$γ_{6}$	-0.0299	-1.18
$γ_{7}$	-0.0134	-0.67

V-Lab

Redrow PLC Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Redrow PLC Analyses