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
$ω$	0.6876	5.39
$α$	0.0698	7.69
$β$	0.8954	51.09
$γ_{1}$	-0.0029	-0.07
$γ_{2}$	0.0391	0.72
$γ_{3}$	-0.1277	-4.16
$γ_{4}$	0.2146	6.88
$γ_{5}$	-0.2523	-7.03
$γ_{6}$	0.2082	5.22
$γ_{7}$	-0.0959	-2.30
$γ_{8}$	0.0022	0.05

V-Lab

Ferguson PLC Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ferguson PLC Analyses