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	1.5238	1.99**
α ARCH Response to squared shocks	0.6420	2.09**
β GARCH Volatility persistence	0.1661	1.95*

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Princes Group PLC Spline-GARCH Volatility Analysis

Date Range:

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