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
$m$	106
$α$	0.1408	6.09
$β$	0.5499	11.27
$γ$	-0.0803	-2.63
$λ_{1}$	0.0621	0.33
$λ_{2}$	0.0177	0.35
$λ_{3}$	0.9673	11.26

V-Lab

Dewhurst Group PLC MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dewhurst Group PLC Analyses