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
$ω$	0.7386	3.25
$α$	0.2028	4.02
$β$	0.4116	4.19
$γ_{1}$	-0.5997	-1.45
$γ_{2}$	0.8407	1.49
$γ_{3}$	-0.3483	-0.91
$γ_{4}$	-0.2776	-0.64
$γ_{5}$	1.1928	2.86
$γ_{6}$	-1.7606	-4.17
$γ_{7}$	1.8134	3.34
$γ_{8}$	-1.9518	-1.58

V-Lab

STM Group PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other STM Group PLC Analyses