FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.7888	4.44
$α$	0.2775	7.20
$β$	0.2294	2.86
$γ_{1}$	0.0162	0.05
$γ_{2}$	-0.5143	-1.04
$γ_{3}$	0.7581	2.74
$γ_{4}$	-0.2561	-1.10
$γ_{5}$	0.1443	0.58
$γ_{6}$	-0.2427	-0.99
$γ_{7}$	-0.1007	-0.45
$γ_{8}$	0.6761	2.06
$γ_{9}$	-1.1645	-2.65
$γ_{10}$	1.8345	2.12

V-Lab

McKay Securities PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other McKay Securities PLC Analyses