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
$ω$	1.7787	1.24
$α$	0.4815	6.56
$β$	0.5030	9.11
$γ_{1}$	-7.3323	-1.38
$γ_{2}$	4.4978	0.73
$γ_{3}$	9.3970	1.34
$γ_{4}$	-9.0573	-1.09
$γ_{5}$	0.5893	0.07
$γ_{6}$	1.9838	0.27
$γ_{7}$	5.7763	1.00
$γ_{8}$	-17.7166	-3.65
$γ_{9}$	19.2723	6.78

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Mccarthy & Stone Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mccarthy & Stone Ltd Analyses