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
$ω$	0.8674	7.21
$α$	0.1064	4.70
$β$	0.7967	21.90
$γ_{1}$	0.6065	4.43
$γ_{2}$	-1.1200	-4.73
$γ_{3}$	0.9697	3.19
$γ_{4}$	-0.7808	-1.48
$γ_{5}$	0.3724	0.57
$γ_{6}$	-0.0885	-0.17
$γ_{7}$	0.3788	1.21
$γ_{8}$	-0.8717	-2.55

V-Lab

Shell PLC Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Shell PLC Analyses