FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.5994	3.14
$α$	0.1605	3.41
$β$	0.0451	0.58
$γ_{1}$	-1.3843	-1.18
$γ_{2}$	1.1421	0.68
$γ_{3}$	0.6923	0.64
$γ_{4}$	-0.4470	-0.51
$γ_{5}$	-0.5605	-0.57
$γ_{6}$	1.0197	0.82
$γ_{7}$	-0.3711	-0.30
$γ_{8}$	0.3008	0.26
$γ_{9}$	-3.1246	-2.48
$γ_{10}$	7.9410	2.41

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John Lewis Of Hungerford PLC Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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