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
$ω$	0.6980	2.60
$α$	0.1156	5.95
$β$	0.8193	31.69
$γ_{1}$	-0.3302	-1.49
$γ_{2}$	0.6021	1.89
$γ_{3}$	-0.5314	-2.45
$γ_{4}$	0.4051	2.24
$γ_{5}$	-0.1571	-0.73
$γ_{6}$	-0.0523	-0.26
$γ_{7}$	0.0944	0.63
$γ_{8}$	-0.0448	-0.31
$γ_{9}$	0.2926	0.89

V-Lab

WS Atkins PLC Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other WS Atkins PLC Analyses