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
$ω$	0.4466	3.33
$α$	0.1754	6.04
$β$	0.6683	12.24
$γ_{1}$	-0.7813	-5.05
$γ_{2}$	1.1277	5.48
$γ_{3}$	-0.5761	-5.67
$γ_{4}$	0.4806	4.63
$γ_{5}$	-0.2719	-2.72
$γ_{6}$	-0.1719	-1.67
$γ_{7}$	0.3379	2.36

V-Lab

Capital & Regional PLC Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Capital & Regional PLC Analyses