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
$ω$	1.7302	1.48
$α$	0.1857	6.21
$β$	0.8090	23.68
$γ_{1}$	0.0584	1.40
$γ_{2}$	-0.1283	-2.27
$γ_{3}$	0.1233	3.00
$γ_{4}$	-0.1812	-2.99

V-Lab

Amlin PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Amlin PLC Analyses