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
$ω$	2.0756	1.90
$α$	0.6671	12.80
$β$	0.3317	6.37
$γ_{1}$	-0.5709	-1.28
$γ_{2}$	-0.2555	-0.36
$γ_{3}$	1.3019	2.41
$γ_{4}$	-0.5933	-1.58
$γ_{5}$	0.2617	0.93
$γ_{6}$	-0.4854	-1.70
$γ_{7}$	0.8695	3.00
$γ_{8}$	-0.7796	-2.97

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Sirius Minerals Plc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sirius Minerals Plc Analyses