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
$ω$	0.6036	5.09
$α$	0.1787	6.54
$β$	0.5885	11.05
$γ_{1}$	-0.0407	-0.47
$γ_{2}$	0.1065	0.68
$γ_{3}$	-0.1184	-0.95
$γ_{4}$	0.0869	1.08
$γ_{5}$	-0.1030	-2.07
$γ_{6}$	0.1404	4.09
$γ_{7}$	-0.1140	-3.83
$γ_{8}$	0.0658	1.08

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Euromoney Institutional Investor PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Euromoney Institutional Investor PLC Analyses