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
$m$	21
$α$	0.0589	3.40
$β$	0.5032	11.56
$γ$	0.1871	5.93
$λ_{1}$	0.0174	0.26
$λ_{2}$	0.0100	0.74
$λ_{3}$	0.9896	56.11

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PCF Group PLC MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PCF Group PLC Analyses