FTSE 100 Implied Volatility Index 30 Days

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EURO STOXX 50 Volatility Index

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	958.0983	3.88***
α ARCH Response to squared shocks	0.1290	17.19***
β GARCH Volatility persistence	0.8903	27.97***
ν DF Student-t tail thickness	2.0054	1,520.38***

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SRT Marine Systems PLC GAS-GARCH Student T Volatility Analysis

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News Impact Curve

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