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
$ω$	0.8242	1.90
$α$	0.0980	4.16
$β$	0.7112	9.54
$γ_{1}$	-0.5996	-0.71
$γ_{2}$	0.3811	0.34
$γ_{3}$	0.7728	1.47
$γ_{4}$	-1.5920	-3.43
$γ_{5}$	2.0937	4.67
$γ_{6}$	-1.2975	-3.33
$γ_{7}$	-0.1235	-0.30
$γ_{8}$	0.8246	1.78
$γ_{9}$	-0.1673	-0.26
$γ_{10}$	-0.7473	-1.22

V-Lab

Totally PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Totally PLC Analyses