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
$ω$	2.6821	1.46
$α$	0.3461	11.23
$β$	0.6505	20.76
$γ_{1}$	-0.5189	-0.25
$γ_{2}$	0.6068	0.22
$γ_{3}$	1.0732	0.70
$γ_{4}$	-3.1667	-2.08
$γ_{5}$	2.9538	1.73
$γ_{6}$	-1.0132	-0.60
$γ_{7}$	-1.7359	-1.26
$γ_{8}$	3.5677	4.50

V-Lab

Virgin Money 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 UK PLC Analyses