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
$ω$	1.0642	0.93
$α$	0.1800	9.96
$β$	0.8195	45.43
$γ_{1}$	-0.0948	-2.73
$γ_{2}$	0.1221	2.36
$γ_{3}$	-0.0060	-0.15

V-Lab

Esken Ltd Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Esken Ltd Analyses