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
$ω$	0.3399	4.78
$α$	0.1232	5.05
$β$	0.7045	10.98
$γ_{1}$	-0.0950	-2.34
$γ_{2}$	0.0946	1.68
$γ_{3}$	0.0384	1.47
$γ_{4}$	-0.1020	-4.99
$γ_{5}$	0.1061	3.76
$γ_{6}$	-0.0183	-0.24

V-Lab

Jardine Lloyd Thompson Group PLC Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Jardine Lloyd Thompson Group PLC Analyses