S&P / ASX 200 Volatility Index

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FTSE 100 Implied Volatility Index 30 Days

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{type} for {date}

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	param	t-stat
$ω$	1.0669	3.69
$α$	0.0797	2.94
$β$	0.7581	11.34
$γ_{1}$	0.2936	1.00
$γ_{2}$	0.4054	0.87
$γ_{3}$	-1.5580	-3.90
$γ_{4}$	1.0504	2.68
$γ_{5}$	-0.1195	-0.25
$γ_{6}$	-0.0593	-0.12

V-Lab

Virgin Money UK PLC Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Virgin Money UK PLC Analyses