FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6430	9.87***
α ARCH Response to squared shocks	0.5376	15.95***
β GARCH Volatility persistence	0.5474	13.21***
γ leverage Additional response to negative shocks	-0.3077	-7.42***

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Princes Group PLC EGARCH Volatility Analysis

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