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
$ω$	1.5808	5.22
$α$	0.2393	5.28
$β$	0.1136	1.56
$γ_{1}$	0.4418	1.09
$γ_{2}$	-1.0703	-1.70
$γ_{3}$	1.4295	2.85
$γ_{4}$	-1.7518	-3.23
$γ_{5}$	2.3349	3.79
$γ_{6}$	-2.5212	-4.08
$γ_{7}$	1.4818	2.56
$γ_{8}$	-0.1476	-0.28
$γ_{9}$	-0.4038	-0.91
$γ_{10}$	0.2406	0.81

V-Lab

Inspired PLC Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Inspired PLC Analyses