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
$ω$	0.9740	3.57
$α$	0.0937	4.47
$β$	0.8065	19.05
$γ_{1}$	0.1315	1.41
$γ_{2}$	-0.3004	-2.36
$γ_{3}$	0.2861	4.21
$γ_{4}$	-0.1963	-3.04
$γ_{5}$	0.1628	2.58
$γ_{6}$	-0.1263	-1.94
$γ_{7}$	-0.0102	-0.13

V-Lab

Shire PLC Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Shire PLC Analyses