FTSE 100 Implied Volatility Index 30 Days

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CBOE S&P 500 6-Month Volatility Index

CBOE S&P 500 One-Year Volatility Index

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	param	t-stat
$ω$	0.0406	17.33
$α$	0.0667	28.89
$β$	0.9333	449.11
$γ$	0.3075	12.67
$δ$	1.3511	35.86

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Barclays PLC APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Barclays PLC Analyses