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
$ω$	1.8889	1.92
$α$	0.2160	2.26
$β$	0.0000	0.00
$γ_{1}$	-1.4881	-0.16
$γ_{2}$	2.9413	0.22
$γ_{3}$	-0.4041	-0.05
$γ_{4}$	-5.1295	-0.65
$γ_{5}$	12.3320	1.68
$γ_{6}$	-16.0191	-2.04
$γ_{7}$	15.0280	1.51
$γ_{8}$	-19.3093	-1.60
$γ_{9}$	19.9411	2.22

V-Lab

National World PLC Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other National World PLC Analyses