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
$ω$	0.8460	4.90
$α$	0.1634	5.76
$β$	0.6982	17.79
$γ_{1}$	0.0619	1.54
$γ_{2}$	-0.0405	-0.67
$γ_{3}$	-0.0469	-1.16
$γ_{4}$	0.0831	2.50
$γ_{5}$	-0.1430	-4.31
$γ_{6}$	0.0941	2.01
$γ_{7}$	0.0214	0.17

V-Lab

A & J Mucklow Group Plc Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other A & J Mucklow Group Plc Analyses