FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.7039	3.72
$α$	0.0868	6.82
$β$	0.8682	42.09
$γ_{1}$	-0.1205	-1.15
$γ_{2}$	0.0863	0.58
$γ_{3}$	0.1027	1.12
$γ_{4}$	-0.0944	-1.07
$γ_{5}$	-0.0008	-0.01
$γ_{6}$	0.0863	1.07
$γ_{7}$	-0.1535	-2.14
$γ_{8}$	0.2383	3.42
$γ_{9}$	-0.2277	-3.67

V-Lab

Amec Foster Wheeler PLC Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Amec Foster Wheeler PLC Analyses