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
$ω$	0.8446	2.79
$α$	0.0657	5.68
$β$	0.8932	40.30
$γ_{1}$	0.0666	0.71
$γ_{2}$	0.0273	0.21
$γ_{3}$	-0.1811	-1.88
$γ_{4}$	0.0471	0.47
$γ_{5}$	0.1347	1.73
$γ_{6}$	-0.1728	-3.11
$γ_{7}$	0.0982	1.73
$γ_{8}$	-0.0003	-0.01
$γ_{9}$	-0.0465	-0.91
$γ_{10}$	0.0412	0.93

V-Lab

Spectris PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Spectris PLC Analyses