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
$ω$	0.4740	3.94
$α$	0.1658	7.74
$β$	0.7512	25.32
$γ_{1}$	-0.8356	-4.05
$γ_{2}$	1.2797	4.44
$γ_{3}$	-0.6063	-3.48
$γ_{4}$	0.1997	1.20
$γ_{5}$	-0.0667	-0.46
$γ_{6}$	0.0392	0.29
$γ_{7}$	-0.0186	-0.19

V-Lab

JPMorgan European Investment Trust plc - Income Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other JPMorgan European Investment Trust plc - Income Analyses