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
$ω$	1.2939	2.56
$α$	0.1853	6.42
$β$	0.7421	21.49
$γ_{1}$	-0.5053	-0.91
$γ_{2}$	1.0781	1.38
$γ_{3}$	-1.5056	-2.85
$γ_{4}$	1.7477	3.35
$γ_{5}$	-1.1687	-2.30
$γ_{6}$	0.6534	1.50
$γ_{7}$	-0.5233	-1.29
$γ_{8}$	0.5467	1.10
$γ_{9}$	-0.9374	-1.95
$γ_{10}$	0.9485	3.28

V-Lab

Mattioli Woods PLC Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mattioli Woods PLC Analyses