FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0099	10.42
$α$	0.1333	24.25
$β$	0.8667	186.08
$γ$	0.1628	7.68
$δ$	1.7658	27.22

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NB Global Monthly Income Fund Ltd APARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NB Global Monthly Income Fund Ltd Analyses