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
$ω$	2.7961	1.06
$α$	0.5412	6.68
$β$	0.4266	7.81
$γ_{1}$	6.6286	0.40
$γ_{2}$	-8.5261	-0.38
$γ_{3}$	-1.9599	-0.19
$γ_{4}$	7.4519	0.79
$γ_{5}$	-3.6343	-0.34
$γ_{6}$	-4.2009	-0.30
$γ_{7}$	10.8952	0.77
$γ_{8}$	-33.2265	-3.14
$γ_{9}$	75.6841	5.65

V-Lab

Calliditas Therape Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Calliditas Therape Analyses