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
$ω$	0.7343	7.63
$α$	0.1992	5.90
$β$	0.6530	14.79
$γ_{1}$	-0.0609	-4.31
$γ_{2}$	0.0792	3.61
$γ_{3}$	-0.0075	-0.42
$γ_{4}$	-0.0203	-1.43

V-Lab

G4S PLC Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other G4S PLC Analyses