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
$ω$	0.6733	2.65
$α$	0.1410	2.71
$β$	0.4451	3.29
$γ_{1}$	-2.3525	-0.80
$γ_{2}$	2.3428	0.55
$γ_{3}$	1.0607	0.37
$γ_{4}$	-0.7379	-0.31
$γ_{5}$	-2.1714	-0.93
$γ_{6}$	3.5074	0.89
$γ_{7}$	-10.9646	-1.53

V-Lab

Sophos Group PLC Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sophos Group PLC Analyses