FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	86
$α$	0.2181	18.77
$β$	0.1404	6.81
$γ$	0.0085	0.56
$λ_{1}$	0.8984	0.21
$λ_{2}$	0.2569	0.20
$λ_{3}$	0.5817	0.29

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Numis Corporation Plc MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Numis Corporation Plc Analyses