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
$ω$	1.2405	3.77
$α$	0.0965	3.81
$β$	0.7288	8.96
$γ_{1}$	0.6378	0.56
$γ_{2}$	-1.9653	-1.06
$γ_{3}$	2.5886	2.05
$γ_{4}$	-1.2553	-1.34
$γ_{5}$	0.0040	0.00
$γ_{6}$	-1.1461	-1.44
$γ_{7}$	3.5896	4.04
$γ_{8}$	-4.7802	-4.88
$γ_{9}$	3.2066	3.15
$γ_{10}$	-0.8517	-0.49

V-Lab

Rotala PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Rotala PLC Analyses