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
$ω$	0.4572	3.23
$α$	0.0857	2.93
$β$	0.3046	1.57
$γ_{1}$	-0.5730	-1.04
$γ_{2}$	0.5630	0.73
$γ_{3}$	0.1544	0.29
$γ_{4}$	-0.4949	-1.06
$γ_{5}$	0.5465	1.60
$γ_{6}$	-0.1390	-0.37
$γ_{7}$	-0.6023	-1.23
$γ_{8}$	1.4275	2.71
$γ_{9}$	-1.2755	-2.90

V-Lab

Sopheon Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sopheon Ltd Analyses