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
$ω$	1.6321	4.71
$α$	0.1226	4.89
$β$	0.8148	25.71
$γ_{1}$	0.5419	4.91
$γ_{2}$	-0.7905	-4.39
$γ_{3}$	0.3156	2.59
$γ_{4}$	-0.0546	-0.57
$γ_{5}$	-0.0892	-1.09
$γ_{6}$	0.1478	1.83
$γ_{7}$	-0.0891	-1.42

V-Lab

Urban&Civic plc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Urban&Civic plc Analyses