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
$m$	86
$α$	0.1134	14.91
$β$	0.7045	44.57
$γ$	0.0478	5.01
$λ_{1}$	0.0308	1.07
$λ_{2}$	0.1695	2.65
$λ_{3}$	0.8305	12.28

V-Lab

Meggitt PLC MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Meggitt PLC Analyses