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
$ω$	0.3955	3.87
$α$	0.1489	5.09
$β$	0.7338	14.87
$γ_{1}$	-1.5706	-4.17
$γ_{2}$	1.9157	3.34
$γ_{3}$	-0.8287	-1.54
$γ_{4}$	1.3470	2.45
$γ_{5}$	-1.1144	-2.57
$γ_{6}$	0.1978	0.53
$γ_{7}$	0.1093	0.31
$γ_{8}$	-0.4104	-1.11
$γ_{9}$	1.2837	2.78

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Independent Investment Trust PLC/Fund Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Independent Investment Trust PLC/Fund Analyses