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
$ω$	0.6653	6.34
$α$	0.1950	8.07
$β$	0.5679	12.93
$γ_{1}$	0.0754	6.29
$γ_{2}$	-0.1096	-6.25
$γ_{3}$	0.0329	2.72
$γ_{4}$	0.0288	2.61
$γ_{5}$	-0.0860	-5.54

V-Lab

N Brown Group PLC Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other N Brown Group PLC Analyses