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
$ω$	0.9721	4.26
$α$	0.1025	5.51
$β$	0.8718	48.24
$γ_{1}$	-0.0145	-0.12
$γ_{2}$	0.0372	0.22
$γ_{3}$	-0.0414	-0.55
$γ_{4}$	0.0003	0.00
$γ_{5}$	0.0007	0.01
$γ_{6}$	0.0429	0.34
$γ_{7}$	-0.0006	-0.01
$γ_{8}$	-0.0647	-0.60
$γ_{9}$	0.1119	0.65
$γ_{10}$	-0.6410	-2.15

V-Lab

RSA Insurance Group LTD Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other RSA Insurance Group LTD Analyses