FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.7432	4.43
$α$	0.1441	2.57
$β$	0.5452	5.30
$γ_{1}$	-1.1125	-1.74
$γ_{2}$	2.2717	2.20
$γ_{3}$	-2.4211	-3.06
$γ_{4}$	1.8256	3.12

V-Lab

Sophos Group PLC Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sophos Group PLC Analyses