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
$ω$	0.3363	2.68
$α$	0.0953	5.53
$β$	0.8528	25.30
$γ_{1}$	-0.0343	-0.20
$γ_{2}$	0.1035	0.41
$γ_{3}$	-0.1910	-1.24
$γ_{4}$	0.4009	3.09
$γ_{5}$	-0.6255	-4.18
$γ_{6}$	0.4760	2.39
$γ_{7}$	-0.1306	-0.72

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Quintain Ltd Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Quintain Ltd Analyses