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
$ω$	0.1651	2.08
$α$	0.0830	1.50
$β$	0.5173	1.11
$γ_{1}$	-30.6046	-1.91
$γ_{2}$	36.5230	1.62
$γ_{3}$	-21.4214	-1.21
$γ_{4}$	29.1067	1.51
$γ_{5}$	-19.1128	-0.94
$γ_{6}$	18.0316	1.01
$γ_{7}$	-29.7916	-1.62
$γ_{8}$	34.4090	1.49
$γ_{9}$	-26.2185	-1.60

V-Lab

Vector Capital PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vector Capital PLC Analyses