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
$ω$	0.4554	3.22
$α$	0.0850	2.95
$β$	0.3064	1.57
$γ_{1}$	-0.5808	-1.05
$γ_{2}$	0.5725	0.74
$γ_{3}$	0.1551	0.29
$γ_{4}$	-0.5014	-1.07
$γ_{5}$	0.5533	1.62
$γ_{6}$	-0.1395	-0.37
$γ_{7}$	-0.6149	-1.27
$γ_{8}$	1.4629	2.90
$γ_{9}$	-1.3657	-1.73

V-Lab

Sopheon Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sopheon Ltd Analyses