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
$ω$	0.9762	2.48
$α$	0.1347	7.41
$β$	0.8322	39.89
$γ_{1}$	0.1207	0.40
$γ_{2}$	-0.1274	-0.31
$γ_{3}$	-0.1530	-0.81
$γ_{4}$	0.3764	2.09
$γ_{5}$	-0.4129	-2.18
$γ_{6}$	0.3485	1.68
$γ_{7}$	-0.3033	-0.99
$γ_{8}$	0.3706	1.02
$γ_{9}$	-0.7239	-2.65
$γ_{10}$	0.8722	6.14

V-Lab

Aggreko Ltd Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Aggreko Ltd Analyses