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
$ω$	0.9007	2.56
$α$	0.1655	2.28
$β$	0.7095	8.48
$γ_{1}$	-1.8365	-0.67
$γ_{2}$	0.2135	0.05
$γ_{3}$	4.0936	1.31
$γ_{4}$	-4.3385	-0.97
$γ_{5}$	5.9258	1.13
$γ_{6}$	-11.0103	-2.70
$γ_{7}$	10.7852	3.91

V-Lab

Cool Company Ltd Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cool Company Ltd Analyses