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
$ω$	1.1042	3.54
$α$	0.0641	6.63
$β$	0.9161	58.78
$γ_{1}$	0.1211	4.07
$γ_{2}$	-0.1901	-4.19
$γ_{3}$	0.1004	3.33
$γ_{4}$	-0.0562	-2.15
$γ_{5}$	0.0495	1.98
$γ_{6}$	-0.1093	-4.20

V-Lab

Spectris PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Spectris PLC Analyses