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
$ω$	0.6692	3.96
$α$	0.1788	7.02
$β$	0.7342	21.97
$γ_{1}$	0.1091	1.05
$γ_{2}$	-0.1994	-1.35
$γ_{3}$	0.2445	2.85
$γ_{4}$	-0.3740	-4.79
$γ_{5}$	0.4961	2.95

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Henderson International Income Trust PLC Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Henderson International Income Trust PLC Analyses