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
$ω$	0.4724	3.90
$α$	0.1037	5.69
$β$	0.8209	30.36
$γ_{1}$	-0.1440	-0.98
$γ_{2}$	0.1218	0.59
$γ_{3}$	-0.0916	-0.68
$γ_{4}$	0.3223	2.29
$γ_{5}$	0.3237	1.80

V-Lab

HBOS PLC Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other HBOS PLC Analyses