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
$ω$	0.5095	1.79
$α$	0.1366	5.85
$β$	0.7674	25.30
$γ_{1}$	-0.5276	-0.95
$γ_{2}$	0.2084	0.28
$γ_{3}$	0.5882	1.75
$γ_{4}$	-0.5061	-1.73
$γ_{5}$	0.7590	2.56
$γ_{6}$	-1.0311	-3.35
$γ_{7}$	1.0272	3.16
$γ_{8}$	-0.8149	-2.93
$γ_{9}$	0.3567	1.78
$γ_{10}$	-0.1132	-0.83

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UK Commercial Property REIT Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other UK Commercial Property REIT Ltd Analyses