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
$ω$	0.6590	4.48
$α$	0.1334	3.14
$β$	0.6311	5.82
$γ_{1}$	-0.1833	-2.02
$γ_{2}$	0.2227	1.62
$γ_{3}$	-0.0547	-0.51
$γ_{4}$	0.4110	2.67

V-Lab

PCF Group PLC Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PCF Group PLC Analyses