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
$ω$	1.3812	1.79
$α$	0.1489	2.89
$β$	0.7389	10.69
$γ_{1}$	2.8555	1.13
$γ_{2}$	-6.5538	-1.96
$γ_{3}$	6.8136	2.82
$γ_{4}$	-2.8488	-1.10
$γ_{5}$	-3.0734	-1.14
$γ_{6}$	7.3123	2.02
$γ_{7}$	-9.4458	-1.83
$γ_{8}$	12.1648	1.91

V-Lab

Summit Properties Limited Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Summit Properties Limited Analyses