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
$ω$	0.8514	2.37
$α$	0.0341	2.93
$β$	0.9219	33.43
$γ_{1}$	-0.9329	-1.03
$γ_{2}$	1.4698	1.07
$γ_{3}$	-0.7291	-0.68
$γ_{4}$	0.2512	0.24
$γ_{5}$	-0.8795	-0.83
$γ_{6}$	2.3978	2.39
$γ_{7}$	-3.1288	-2.84
$γ_{8}$	2.4572	1.96
$γ_{9}$	-1.4119	-1.00
$γ_{10}$	0.8065	0.75

V-Lab

STM Group PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other STM Group PLC Analyses