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
$ω$	0.4378	1.26
$α$	0.1298	3.60
$β$	0.7870	11.18
$γ_{1}$	4.3015	1.04
$γ_{2}$	-3.0933	-0.57
$γ_{3}$	-5.7357	-1.83
$γ_{4}$	7.7932	2.68
$γ_{5}$	-3.3727	-1.33
$γ_{6}$	-1.3825	-0.48
$γ_{7}$	4.1184	1.28
$γ_{8}$	-12.1635	-4.41

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Hipgnosis Songs Fund Ltd/The Fund Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hipgnosis Songs Fund Ltd/The Fund Analyses