EURO STOXX 50 Volatility Index

FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.5364	1.55
$α$	0.1479	5.02
$β$	0.8286	26.00
$γ_{1}$	-0.3383	-1.07
$γ_{2}$	0.3105	0.76
$γ_{3}$	0.3817	2.35
$γ_{4}$	-0.8438	-5.57
$γ_{5}$	0.9899	4.26

V-Lab

AFI Development PLC Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AFI Development PLC Analyses