FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.2274	5.51
$α$	0.0745	4.97
$β$	0.8666	38.06
$γ_{1}$	0.0725	1.21
$γ_{2}$	0.0013	0.02
$γ_{3}$	-0.2128	-3.51
$γ_{4}$	0.2423	3.56
$γ_{5}$	-0.1360	-1.86
$γ_{6}$	0.1048	1.63
$γ_{7}$	-0.2063	-4.04
$γ_{8}$	0.1999	4.93

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TechnipFMC plc Zero Slope Spline-GARCH Volatility Analysis

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