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
$ω$	0.7053	2.71
$α$	0.2761	4.19
$β$	0.4544	4.84
$γ_{1}$	-3.1361	-1.30
$γ_{2}$	5.4316	1.27
$γ_{3}$	-3.2061	-1.10
$γ_{4}$	2.0747	0.89
$γ_{5}$	-3.2480	-1.39
$γ_{6}$	4.9523	2.31
$γ_{7}$	-5.3044	-2.57
$γ_{8}$	3.3609	1.94
$γ_{9}$	0.3569	0.23
$γ_{10}$	-9.6097	-4.23

V-Lab

Countrywide Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Countrywide Ltd Analyses