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
$ω$	1.4444	5.82
$α$	0.1216	6.72
$β$	0.7775	21.46
$γ_{1}$	0.4126	6.50
$γ_{2}$	-0.6006	-6.55
$γ_{3}$	0.3224	5.54
$γ_{4}$	-0.2605	-5.13
$γ_{5}$	0.1743	4.56

V-Lab

Middlefield Canadian Income Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Middlefield Canadian Income Analyses