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
$ω$	1.1838	3.51
$α$	0.1054	6.40
$β$	0.8842	75.89
$γ_{1}$	0.0113	0.06
$γ_{2}$	-0.0225	-0.08
$γ_{3}$	0.0105	0.07
$γ_{4}$	-0.0449	-0.50
$γ_{5}$	0.1010	1.30
$γ_{6}$	-0.1167	-1.15
$γ_{7}$	0.1827	1.44
$γ_{8}$	-0.3596	-2.82
$γ_{9}$	0.3986	4.18

V-Lab

RSA Insurance Group LTD Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other RSA Insurance Group LTD Analyses