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
$ω$	0.6842	3.69
$α$	0.0687	2.31
$β$	0.6219	3.22
$γ_{1}$	-0.5049	-0.27
$γ_{2}$	-0.2467	-0.09
$γ_{3}$	1.0422	0.66
$γ_{4}$	0.4439	0.30
$γ_{5}$	-0.9297	-0.64
$γ_{6}$	0.1099	0.06
$γ_{7}$	-1.2603	-0.55
$γ_{8}$	3.8337	1.69
$γ_{9}$	-11.5046	-3.41
$γ_{10}$	27.5482	6.13

V-Lab

Sanne Group plc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sanne Group plc Analyses