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
$m$	21
$α$	0.2751	4.81
$β$	0.4504	4.39
$γ$	-0.1556	-2.28
$λ_{1}$	10.0000	0.20
$λ_{2}$	0.0875	0.21
$λ_{3}$	0.7591	0.69

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Craven House Capital PLC MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Craven House Capital PLC Analyses