FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.0000	17.69***
α ARCH Response to squared shocks	0.1198	26.22***
β GARCH Volatility persistence	0.7765	103.07***

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FTSE 100 Implied Volatility Index 30 Days GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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