FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.1837	11.57
$α$	0.7310	14.98
$β$	0.7041	28.33
$γ$	-0.2238	-5.35

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DG INNOVATE PLC EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other DG INNOVATE PLC Analyses