FTSE 100 Implied Volatility Index 30 Days

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{type} for {date}

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	param	t-stat
$ω$	0.3382	3.98
$α$	0.1221	3.01
$β$	0.7586	10.82
$γ_{1}$	-2.3989	-2.08
$γ_{2}$	2.4761	1.43
$γ_{3}$	-0.2896	-0.28
$γ_{4}$	0.4894	0.79

V-Lab

Virgin Money Holdings UK PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Virgin Money Holdings UK PLC Analyses