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
$m$	61
$α$	0.1851	9.58
$β$	0.3252	8.72
$γ$	-0.0233	-0.62
$λ_{1}$	0.8697	0.29
$λ_{2}$	0.2311	0.38
$λ_{3}$	0.6221	0.57

V-Lab

Inspired PLC MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Inspired PLC Analyses