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
$ω$	0.7289	6.99
$α$	0.1890	4.52
$β$	0.6512	12.67
$γ_{1}$	-0.0729	-4.13
$γ_{2}$	0.1096	3.72
$γ_{3}$	-0.0504	-1.12

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TClarke PLC Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TClarke PLC Analyses