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
$ω$	0.6905	5.35
$α$	0.0689	7.71
$β$	0.8972	52.35
$γ_{1}$	0.0003	0.01
$γ_{2}$	0.0324	0.60
$γ_{3}$	-0.1208	-3.94
$γ_{4}$	0.2081	6.64
$γ_{5}$	-0.2476	-6.87
$γ_{6}$	0.2072	5.21
$γ_{7}$	-0.1023	-2.59
$γ_{8}$	0.0265	0.95

V-Lab

Ferguson PLC Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ferguson PLC Analyses