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
$ω$	0.6923	5.72
$α$	0.2983	6.78
$β$	0.1812	2.85
$γ_{1}$	0.0554	0.88
$γ_{2}$	-0.1046	-1.03
$γ_{3}$	0.0255	0.31
$γ_{4}$	0.1806	2.54
$γ_{5}$	-0.3054	-4.90
$γ_{6}$	0.1339	2.49
$γ_{7}$	0.0914	1.88
$γ_{8}$	-0.1077	-2.89

V-Lab

RPC Group PLC Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other RPC Group PLC Analyses