FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.7582	2.90
$α$	0.3524	7.98
$β$	0.5434	33.71
$γ$	3.0020	6.72

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iEnergizer Limited AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iEnergizer Limited Analyses