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
$m$	51
$α$	0.1289	17.84
$β$	0.4702	21.10
$γ$	0.1380	7.32
$λ_{1}$	0.0118	0.95
$λ_{2}$	0.0231	1.65
$λ_{3}$	0.9760	67.45

V-Lab

Ted Baker PLC MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ted Baker PLC Analyses