FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.1089	13.14
$α$	0.1256	12.39
$β$	0.8448	117.56
$γ$	0.0593	2.66

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F&C Asset Management PLC GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other F&C Asset Management PLC Analyses