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
$ω$	0.7088	2.70
$α$	0.2780	4.36
$β$	0.4653	5.04
$γ_{1}$	-3.0700	-1.26
$γ_{2}$	5.3146	1.23
$γ_{3}$	-3.1221	-1.07
$γ_{4}$	2.0305	0.86
$γ_{5}$	-3.2872	-1.39
$γ_{6}$	5.1870	2.38
$γ_{7}$	-5.9908	-2.85
$γ_{8}$	5.0650	2.77
$γ_{9}$	-3.6415	-2.51
$γ_{10}$	1.9754	2.07

V-Lab

Countrywide Ltd Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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