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
$ω$	1.6164	5.19
$α$	0.1942	4.63
$β$	0.2647	2.32
$γ_{1}$	0.5171	1.26
$γ_{2}$	-1.1891	-1.87
$γ_{3}$	1.5178	3.01
$γ_{4}$	-1.8363	-3.32
$γ_{5}$	2.4098	3.82
$γ_{6}$	-2.6380	-4.17
$γ_{7}$	1.7649	2.95
$γ_{8}$	-0.8263	-1.51
$γ_{9}$	1.2304	2.33
$γ_{10}$	-4.7804	-7.08

V-Lab

Inspired PLC Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Inspired PLC Analyses