FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.0860	8.52
$α$	0.1965	13.20
$β$	0.9289	151.77
$γ$	-0.0794	-8.23

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Friends Life Group Ltd EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Friends Life Group Ltd Analyses