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
$ω$	0.8124	3.36
$α$	0.1079	2.73
$β$	0.5930	3.44
$γ_{1}$	6.8578	2.86
$γ_{2}$	-11.6266	-2.95
$γ_{3}$	7.0447	2.36
$γ_{4}$	-5.4661	-1.92
$γ_{5}$	9.1864	2.99
$γ_{6}$	-9.4151	-4.30

V-Lab

GYG PLC Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other GYG PLC Analyses