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
$ω$	0.6229	4.48
$α$	0.2295	4.77
$β$	0.5034	7.75
$γ_{1}$	0.0699	0.51
$γ_{2}$	-0.1842	-0.84
$γ_{3}$	0.1661	1.03
$γ_{4}$	0.0902	0.65
$γ_{5}$	-0.3147	-2.79
$γ_{6}$	0.2584	2.91
$γ_{7}$	-0.2206	-1.55
$γ_{8}$	0.3821	2.40
$γ_{9}$	-0.3969	-3.02
$γ_{10}$	0.1474	1.74

V-Lab

Ted Baker PLC Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ted Baker PLC Analyses