FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6453	3.95***
α ARCH Response to squared shocks	0.1105	3.71***
β GARCH Volatility persistence	0.6914	8.53***

γ₁	-0.3107	-2.03**
γ₂	0.3715	1.65*
γ₃	-0.0243	-0.20
γ₄	-0.0842	-0.83
γ₅	0.0827	0.78
γ₆	-0.0284	-0.32
γ₇	-0.0227	-0.41

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SRT Marine Systems PLC Zero Slope Spline-GARCH Volatility Analysis

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Parameter Estimates

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