FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.8641	2.80
$α$	0.1808	11.14
$β$	0.8191	50.26
$γ_{1}$	-2.6113	-2.01
$γ_{2}$	3.0466	1.64
$γ_{3}$	-0.6772	-0.57
$γ_{4}$	0.0538	0.06
$γ_{5}$	0.8883	1.02
$γ_{6}$	-2.2285	-2.66
$γ_{7}$	3.9015	3.85
$γ_{8}$	-5.2179	-3.53
$γ_{9}$	7.9179	2.56
$γ_{10}$	-40.1026	-8.15

V-Lab

600 Group PLC/The Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other 600 Group PLC/The Analyses