FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	41
$α$	0.0427	0.16
$β$	0.9271	3.28
$γ$	0.0604	3.15
$λ_{1}$	8.7073	0.23
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.9985	32.30

V-Lab

City of London Group PLC MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other City of London Group PLC Analyses