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
$ω$	0.7125	5.81
$α$	0.3069	6.50
$β$	0.1914	3.05
$γ_{1}$	0.0631	1.00
$γ_{2}$	-0.1158	-1.13
$γ_{3}$	0.0310	0.38
$γ_{4}$	0.1760	2.46
$γ_{5}$	-0.2959	-4.69
$γ_{6}$	0.1098	2.00
$γ_{7}$	0.1514	2.85
$γ_{8}$	-0.2860	-4.72

V-Lab

RPC Group PLC Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other RPC Group PLC Analyses