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
$ω$	0.5489	3.33
$α$	0.3244	4.96
$β$	0.4457	5.79
$γ_{1}$	-0.2292	-0.61
$γ_{2}$	-0.0628	-0.11
$γ_{3}$	0.5685	1.21
$γ_{4}$	-1.0370	-2.69
$γ_{5}$	1.5694	5.12
$γ_{6}$	-1.1253	-3.85
$γ_{7}$	0.5730	1.59
$γ_{8}$	-0.5943	-0.86
$γ_{9}$	0.2589	0.29
$γ_{10}$	1.6843	1.44

V-Lab

Studio Retail Group PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Studio Retail Group PLC Analyses