FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.1416	5.46
$α$	0.0000	0.00
$β$	0.8877	0.97
$γ_{1}$	-0.1762	-0.88
$γ_{2}$	0.5499	1.12

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Petershill Partners PLC Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Petershill Partners PLC Analyses