FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.0137	13.11
$α$	0.0992	21.91
$β$	0.9094	236.94
$γ$	-0.0486	-1.41

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Sole Realisation Co Plc AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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