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
$ω$	0.3273	1.90
$α$	0.1808	4.96
$β$	0.7278	11.74
$γ_{1}$	-1.1857	-1.68
$γ_{2}$	1.7310	1.62
$γ_{3}$	-0.8990	-1.27
$γ_{4}$	0.6980	1.41
$γ_{5}$	-0.6112	-1.75
$γ_{6}$	0.5430	1.30
$γ_{7}$	-0.6699	-1.74
$γ_{8}$	0.6468	2.47
$γ_{9}$	-0.3165	-1.56

V-Lab

Velocys PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Velocys PLC Analyses