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
$ω$	0.4481	3.36
$α$	0.1751	5.94
$β$	0.6666	12.08
$γ_{1}$	-0.7769	-5.07
$γ_{2}$	1.1207	5.49
$γ_{3}$	-0.5727	-5.66
$γ_{4}$	0.4818	4.66
$γ_{5}$	-0.2822	-2.82
$γ_{6}$	-0.1422	-1.33
$γ_{7}$	0.2587	2.48

V-Lab

Capital & Regional PLC Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Capital & Regional PLC Analyses