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
$ω$	0.8584	2.74
$α$	0.2195	4.15
$β$	0.7255	13.26
$γ_{1}$	0.3476	0.14
$γ_{2}$	-1.9085	-0.47
$γ_{3}$	2.2179	0.90
$γ_{4}$	0.5471	0.31
$γ_{5}$	-2.9722	-1.41
$γ_{6}$	4.8539	1.99
$γ_{7}$	-9.5213	-4.70
$γ_{8}$	10.5236	9.20

V-Lab

John Laing Group Ltd Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other John Laing Group Ltd Analyses