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
$ω$	0.4748	6.56
$α$	0.2731	6.44
$β$	0.5197	10.67
$γ_{1}$	0.0242	0.56
$γ_{2}$	0.0124	0.19
$γ_{3}$	0.0339	0.67
$γ_{4}$	-0.2644	-5.53
$γ_{5}$	0.2929	6.31
$γ_{6}$	-0.1125	-2.51
$γ_{7}$	0.0089	0.19
$γ_{8}$	0.0216	0.48
$γ_{9}$	-0.0518	-1.16
$γ_{10}$	0.0592	1.82

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Spirent Communications plc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Spirent Communications plc Analyses