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
$ω$	0.9976	3.66
$α$	0.1309	6.52
$β$	0.8161	28.17
$γ_{1}$	0.2460	1.56
$γ_{2}$	-0.4435	-1.89
$γ_{3}$	0.3116	2.42
$γ_{4}$	-0.1659	-1.73
$γ_{5}$	0.0580	0.70
$γ_{6}$	0.0182	0.20
$γ_{7}$	-0.0640	-0.42
$γ_{8}$	-0.3560	-1.74

V-Lab

Aggreko Ltd Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Aggreko Ltd Analyses