FTSE 100 Implied Volatility Index 30 Days

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	param	t-stat
$ω$	1.2373	3.77
$α$	0.0969	3.82
$β$	0.7258	8.80
$γ_{1}$	0.6076	0.53
$γ_{2}$	-1.9079	-1.03
$γ_{3}$	2.5382	2.01
$γ_{4}$	-1.2155	-1.29
$γ_{5}$	-0.0252	-0.03
$γ_{6}$	-1.1215	-1.41
$γ_{7}$	3.5727	4.05
$γ_{8}$	-4.7922	-4.95
$γ_{9}$	3.2904	3.36
$γ_{10}$	-1.1247	-1.37

V-Lab

Rotala PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Rotala PLC Analyses