FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.9221	6.27***
α ARCH Response to squared shocks	0.0792	10.83***
β GARCH Volatility persistence	0.9262	71.80***
ν DF Student-t tail thickness	3.8160	4.59***

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FDM Group (Holdings) plc GAS-GARCH Student T Volatility Analysis

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