FTSE 100 Implied Volatility Index 30 Days

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	param	t-stat
$ω$	1.3607	4.45
$α$	0.0782	7.42
$β$	0.9012	81.19
$γ_{1}$	-0.1937	-1.95
$γ_{2}$	0.3570	2.49
$γ_{3}$	-0.2459	-2.15
$γ_{4}$	0.1313	0.92
$γ_{5}$	-0.1724	-1.32
$γ_{6}$	0.2235	2.74

V-Lab

SABMiller PLC Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SABMiller PLC Analyses