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
$m$	121
$α$	0.0583	9.90
$β$	0.7641	33.28
$γ$	0.0956	7.23
$λ_{1}$	0.6704	0.21
$λ_{2}$	0.0468	0.20
$λ_{3}$	0.8718	1.40

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Cenkos Securities PLC MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cenkos Securities PLC Analyses