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
$ω$	0.0405	1.92
$α$	0.1248	4.57
$β$	0.7391	13.70
$γ_{1}$	-3.6724	-3.19
$γ_{2}$	4.3735	2.72
$γ_{3}$	-1.1472	-1.20
$γ_{4}$	0.2040	0.35
$γ_{5}$	1.5477	3.34
$γ_{6}$	-3.0088	-5.40
$γ_{7}$	2.8551	4.56
$γ_{8}$	-2.1858	-3.90
$γ_{9}$	2.0986	3.66
$γ_{10}$	-2.4219	-2.44

V-Lab

Empiric Student Property PLC Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Empiric Student Property PLC Analyses