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
$m$	106
$α$	0.1287	13.95
$β$	0.7658	69.95
$γ$	0.1285	9.89
$λ_{1}$	2.4143	1.88
$λ_{2}$	0.8558	2.91
$λ_{3}$	0.0000	0.00

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River Global PLC MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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