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
$ω$	1.2657	1.85
$α$	0.1749	4.05
$β$	0.8235	18.90
$γ_{1}$	-4.0123	-0.89
$γ_{2}$	12.7884	1.86
$γ_{3}$	-20.6351	-2.70
$γ_{4}$	20.5965	2.30
$γ_{5}$	-15.3477	-2.12
$γ_{6}$	8.4273	1.54
$γ_{7}$	3.3550	0.72
$γ_{8}$	-13.1766	-2.90

V-Lab

Neurocrine Group Ltd Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Neurocrine Group Ltd Analyses