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
$ω$	0.8372	4.88
$α$	0.1648	5.90
$β$	0.6942	17.23
$γ_{1}$	0.0597	1.49
$γ_{2}$	-0.0376	-0.63
$γ_{3}$	-0.0474	-1.18
$γ_{4}$	0.0830	2.55
$γ_{5}$	-0.1444	-4.84
$γ_{6}$	0.0998	3.03
$γ_{7}$	0.0049	0.17

V-Lab

A & J Mucklow Group Plc Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other A & J Mucklow Group Plc Analyses