FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.5679	2.56
$α$	0.1059	6.07
$β$	0.8299	31.98
$γ_{1}$	0.1769	0.95
$γ_{2}$	-0.1938	-0.74
$γ_{3}$	-0.0280	-0.19
$γ_{4}$	0.0229	0.18
$γ_{5}$	0.2047	2.12
$γ_{6}$	-0.3731	-4.95
$γ_{7}$	0.1834	2.56
$γ_{8}$	0.0903	0.98
$γ_{9}$	-0.0267	-0.17
$γ_{10}$	0.1762	0.56

V-Lab

Intu Properties PLC Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Intu Properties PLC Analyses