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
$m$	61
$α$	0.4720	6.48
$β$	0.0000	0.00
$γ$	-0.4720	-6.34
$λ_{1}$	1.5251	0.08
$λ_{2}$	0.4216	0.08
$λ_{3}$	0.5784	0.10

V-Lab

Actual Experience PLC MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Actual Experience PLC Analyses