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
$ω$	1.6306	2.45
$α$	0.2525	3.19
$β$	0.2193	1.47
$γ_{1}$	0.0003	0.00
$γ_{2}$	0.6355	0.43
$γ_{3}$	-0.3523	-0.29
$γ_{4}$	-0.4553	-0.30
$γ_{5}$	-0.2366	-0.15
$γ_{6}$	-0.0144	-0.01
$γ_{7}$	2.2919	2.82
$γ_{8}$	-5.0301	-4.05

V-Lab

Smoove Plc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Smoove Plc Analyses