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
$ω$	0.4690	6.65
$α$	0.2536	6.56
$β$	0.5434	11.36
$γ_{1}$	0.0276	0.63
$γ_{2}$	0.0038	0.06
$γ_{3}$	0.0481	0.95
$γ_{4}$	-0.2851	-5.96
$γ_{5}$	0.3196	6.90
$γ_{6}$	-0.1463	-3.27
$γ_{7}$	0.0558	1.17
$γ_{8}$	-0.0612	-1.28
$γ_{9}$	0.1250	1.91
$γ_{10}$	-0.4305	-3.63

V-Lab

Spirent Communications plc Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Spirent Communications plc Analyses