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
$m$	36
$α$	0.2046	23.47
$β$	0.4380	22.92
$γ$	0.1696	9.56
$λ_{1}$	0.0069	1.75
$λ_{2}$	0.0308	4.79
$λ_{3}$	0.9692	142.13

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Spirent Communications plc MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Spirent Communications plc Analyses