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
$m$	51
$α$	0.2440	15.65
$β$	0.4859	11.38
$γ$	0.0258	1.07
$λ_{1}$	4.8215	0.16
$λ_{2}$	0.2196	0.15
$λ_{3}$	0.4849	0.14

V-Lab

DP Eurasia BV MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other DP Eurasia BV Analyses