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
$ω$	1.7616	2.71
$α$	0.2605	4.39
$β$	0.5961	13.12
$γ_{1}$	0.5724	1.38
$γ_{2}$	-1.1832	-1.88
$γ_{3}$	1.0832	2.32
$γ_{4}$	-0.5094	-0.80
$γ_{5}$	-0.2538	-0.31
$γ_{6}$	0.6093	0.86
$γ_{7}$	-0.8760	-1.78
$γ_{8}$	2.7951	5.06

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EMIS Group plc Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other EMIS Group plc Analyses