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
$ω$	0.6112	3.40
$α$	0.1800	2.67
$β$	0.7249	6.39
$γ_{1}$	-1.2117	-2.26
$γ_{2}$	1.6441	1.99
$γ_{3}$	-0.3889	-0.52
$γ_{4}$	0.3819	0.52
$γ_{5}$	-4.5721	-5.49

V-Lab

John Laing Group Ltd Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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