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
$ω$	0.9384	3.87
$α$	0.0867	3.65
$β$	0.7478	12.33
$γ_{1}$	-0.0458	-0.09
$γ_{2}$	0.3933	0.56
$γ_{3}$	-0.3829	-0.97
$γ_{4}$	-0.6269	-2.15
$γ_{5}$	1.4296	4.93
$γ_{6}$	-1.2283	-4.44
$γ_{7}$	0.5311	1.84
$γ_{8}$	0.3613	0.93
$γ_{9}$	-1.6421	-2.59

V-Lab

Janus Henderson Group PLC Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Janus Henderson Group PLC Analyses