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
$ω$	0.2445	1.99
$α$	0.2100	3.43
$β$	0.2376	1.63
$γ_{1}$	3.6976	1.93
$γ_{2}$	-6.6027	-2.52
$γ_{3}$	4.6678	3.14
$γ_{4}$	-2.9296	-2.50
$γ_{5}$	2.9776	2.66
$γ_{6}$	-3.6926	-2.82
$γ_{7}$	2.2107	1.86
$γ_{8}$	0.6723	0.67
$γ_{9}$	-1.8494	-2.47

V-Lab

Non-Standard Finance PLC Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Non-Standard Finance PLC Analyses