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
$m$	26
$α$	0.2150	20.41
$β$	0.4056	22.84
$γ$	-0.0009	-0.06
$λ_{1}$	0.0095	0.71
$λ_{2}$	0.0123	1.74
$λ_{3}$	0.9842	93.61

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Cobham PLC MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cobham PLC Analyses