S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

FTSE 100 Implied Volatility Index 30 Days

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.7726	5.49
$α$	0.0739	2.78
$β$	0.7181	8.14
$γ_{1}$	-1.8337	-1.27
$γ_{2}$	3.3874	1.45
$γ_{3}$	-1.5395	-1.02
$γ_{4}$	0.2659	0.18
$γ_{5}$	-1.5525	-0.90
$γ_{6}$	1.2377	0.78
$γ_{7}$	0.9603	0.65
$γ_{8}$	-2.1420	-1.47
$γ_{9}$	3.4963	1.47
$γ_{10}$	-10.3108	-1.86

V-Lab

Virgin Money UK PLC 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