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
$m$	46
$α$	0.1044	15.64
$β$	0.6937	33.54
$γ$	0.0405	3.60
$λ_{1}$	0.0284	1.06
$λ_{2}$	0.1296	1.53
$λ_{3}$	0.8704	9.85

V-Lab

Spectris PLC MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Spectris PLC Analyses