FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.8922	5.12
$α$	0.0869	5.58
$β$	0.8284	25.56
$γ_{1}$	-0.0021	-0.02
$γ_{2}$	0.0357	0.21
$γ_{3}$	-0.0043	-0.04
$γ_{4}$	-0.0369	-0.44
$γ_{5}$	-0.1452	-2.04
$γ_{6}$	0.3506	5.45
$γ_{7}$	-0.3197	-4.87
$γ_{8}$	0.1563	2.49
$γ_{9}$	-0.0636	-1.11
$γ_{10}$	0.0621	1.42

V-Lab

UBM PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other UBM PLC Analyses