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
$ω$	0.5637	3.79
$α$	0.1793	3.56
$β$	0.1235	1.13
$γ_{1}$	-1.3023	-2.49
$γ_{2}$	1.7699	2.34
$γ_{3}$	-0.6306	-1.38
$γ_{4}$	-0.0249	-0.06
$γ_{5}$	0.7964	1.76
$γ_{6}$	-1.5233	-3.47
$γ_{7}$	1.4307	4.48

V-Lab

John Lewis Of Hungerford PLC Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other John Lewis Of Hungerford PLC Analyses