FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.8897	16.54***
α ARCH Response to squared shocks	0.6597	7.82***
β GARCH Volatility persistence	0.1817	8.37***

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Princes Group PLC GARCH Volatility Analysis

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