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
$m$	86
$α$	0.0376	9.53
$β$	0.7933	81.25
$γ$	0.1495	14.21
$λ_{1}$	0.0065	1.17
$λ_{2}$	0.0851	9.27
$λ_{3}$	0.9149	80.18

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Independent Investment Trust PLC/Fund MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Independent Investment Trust PLC/Fund Analyses