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
$ω$	0.3563	2.60
$α$	0.0931	5.72
$β$	0.8668	31.59
$γ_{1}$	-0.0251	-0.14
$γ_{2}$	0.0898	0.34
$γ_{3}$	-0.1752	-1.07
$γ_{4}$	0.3455	2.50
$γ_{5}$	-0.4829	-3.24
$γ_{6}$	0.1940	1.07
$γ_{7}$	0.4420	1.27

V-Lab

Quintain Ltd Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Quintain Ltd Analyses