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
$ω$	0.8773	5.92
$α$	0.0644	8.81
$β$	0.8934	70.90
$γ_{1}$	-0.0098	-0.15
$γ_{2}$	0.1306	1.35
$γ_{3}$	-0.2006	-2.66
$γ_{4}$	0.0210	0.28
$γ_{5}$	0.1155	1.35
$γ_{6}$	-0.0245	-0.29
$γ_{7}$	-0.1280	-1.88
$γ_{8}$	0.2021	2.92
$γ_{9}$	-0.1648	-2.03
$γ_{10}$	0.0711	1.06

V-Lab

Unilever NV Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Unilever NV Analyses