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
$ω$	0.5238	2.69
$α$	0.2814	7.68
$β$	0.5434	13.22
$γ_{1}$	-0.1198	-0.87
$γ_{2}$	0.1079	0.58
$γ_{3}$	0.0465	0.42
$γ_{4}$	-0.1287	-1.04
$γ_{5}$	0.1310	1.12
$γ_{6}$	0.0373	0.41
$γ_{7}$	-0.1372	-2.07
$γ_{8}$	0.0901	1.14
$γ_{9}$	-0.0812	-0.80
$γ_{10}$	0.2160	1.37

V-Lab

Huntsworth Ltd Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Huntsworth Ltd Analyses