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
$ω$	1.1790	3.77
$α$	0.2483	5.47
$β$	0.3617	4.94
$γ_{1}$	0.0416	0.93
$γ_{2}$	-0.0045	-0.07
$γ_{3}$	-0.1122	-3.28
$γ_{4}$	0.1617	5.41
$γ_{5}$	-0.1733	-6.83
$γ_{6}$	0.1829	6.48
$γ_{7}$	-0.2771	-4.90

V-Lab

Cobham PLC Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cobham PLC Analyses