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
$ω$	1.8117	4.75
$α$	0.2625	4.05
$β$	0.2203	2.03
$γ_{1}$	1.2275	2.52
$γ_{2}$	-1.0097	-1.41
$γ_{3}$	-0.6902	-1.25
$γ_{4}$	0.8069	1.70
$γ_{5}$	-0.8503	-2.09
$γ_{6}$	1.2800	2.76
$γ_{7}$	-1.7471	-2.69

V-Lab

Alpha Group International PLC Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Alpha Group International PLC Analyses