FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.0974	8.18
$α$	0.0278	10.04
$β$	0.9472	276.96
$γ$	0.0236	3.32

V-Lab

Inspired PLC GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Inspired PLC Analyses