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
$ω$	0.3441	4.71
$α$	0.2890	5.67
$β$	0.2988	4.31
$γ_{1}$	-0.7580	-4.16
$γ_{2}$	0.9360	3.18
$γ_{3}$	-0.4569	-1.52
$γ_{4}$	0.6806	2.39
$γ_{5}$	-0.6273	-1.96
$γ_{6}$	0.2547	0.76
$γ_{7}$	-0.0695	-0.27
$γ_{8}$	0.1856	0.71
$γ_{9}$	-0.0465	-0.10

V-Lab

Hornby PLC Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hornby PLC Analyses