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
$ω$	0.8808	3.94
$α$	0.1158	2.31
$β$	0.6740	5.19
$γ_{1}$	-1.3840	-1.54
$γ_{2}$	1.8975	1.38
$γ_{3}$	0.5092	0.54
$γ_{4}$	-5.4619	-6.69

V-Lab

Cool Company Ltd Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cool Company Ltd Analyses