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
$ω$	0.6612	2.09
$α$	0.0000	0.00
$β$	0.9976	63.92
$γ_{1}$	-6.6419	-1.00
$γ_{2}$	15.2501	1.54
$γ_{3}$	-17.3077	-1.80
$γ_{4}$	14.8170	1.26
$γ_{5}$	-10.0779	-1.06
$γ_{6}$	5.3509	0.84
$γ_{7}$	-3.4951	-0.72
$γ_{8}$	4.8134	1.22
$γ_{9}$	-1.1866	-0.26
$γ_{10}$	-3.7146	-1.01

V-Lab

ESR 2022 PLC Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ESR 2022 PLC Analyses