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
$m$	31
$α$	0.0402	16.31
$β$	0.7559	74.70
$γ$	0.1431	24.68
$λ_{1}$	0.0249	3.16
$λ_{2}$	0.0371	3.64
$λ_{3}$	0.9560	80.84

V-Lab

Ferguson PLC MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ferguson PLC Analyses