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
$ω$	0.5553	3.03
$α$	0.1969	4.95
$β$	0.1923	2.11
$γ_{1}$	-0.2796	-0.97
$γ_{2}$	0.0891	0.23
$γ_{3}$	0.1740	0.72
$γ_{4}$	0.2123	0.88
$γ_{5}$	-0.1279	-0.52
$γ_{6}$	-0.7638	-3.02
$γ_{7}$	1.6756	6.14
$γ_{8}$	-1.4043	-4.57
$γ_{9}$	0.4421	0.82

V-Lab

TP Group PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TP Group PLC Analyses