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
$ω$	0.8438	7.10
$α$	0.1162	4.81
$β$	0.8177	26.20
$γ_{1}$	-0.0003	-0.01
$γ_{2}$	0.0529	0.95
$γ_{3}$	-0.1444	-3.93
$γ_{4}$	0.1506	4.23
$γ_{5}$	-0.0529	-1.35
$γ_{6}$	-0.0535	-1.29
$γ_{7}$	0.1233	1.32

V-Lab

BG Group PLC Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other BG Group PLC Analyses