FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.3510	4.72
$α$	0.2852	5.63
$β$	0.3106	4.48
$γ_{1}$	-0.7319	-3.99
$γ_{2}$	0.8967	3.02
$γ_{3}$	-0.4352	-1.43
$γ_{4}$	0.6672	2.32
$γ_{5}$	-0.6255	-1.95
$γ_{6}$	0.2761	0.82
$γ_{7}$	-0.1347	-0.53
$γ_{8}$	0.3368	1.59
$γ_{9}$	-0.4193	-2.54

V-Lab

Hornby PLC Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hornby PLC Analyses