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
$m$	71
$α$	0.4313	19.42
$β$	0.0837	3.87
$γ$	-0.2189	-7.40
$λ_{1}$	1.1477	0.37
$λ_{2}$	0.7789	0.42
$λ_{3}$	0.0000	0.00

V-Lab

McKay Securities PLC MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other McKay Securities PLC Analyses