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
$ω$	0.2493	3.27
$α$	0.2881	4.94
$β$	0.6109	11.99
$γ_{1}$	-0.2819	-2.41
$γ_{2}$	0.4033	2.07
$γ_{3}$	-0.2854	-1.35
$γ_{4}$	0.3577	1.75
$γ_{5}$	-0.2601	-1.84
$γ_{6}$	-0.0965	-0.99
$γ_{7}$	0.2469	2.68
$γ_{8}$	-0.0538	-0.65

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Sole Realisation Co Plc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sole Realisation Co Plc Analyses