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
$ω$	0.6313	5.74
$α$	0.2643	4.65
$β$	0.3407	4.82
$γ_{1}$	0.0429	0.69
$γ_{2}$	-0.1486	-1.59
$γ_{3}$	0.2854	4.04
$γ_{4}$	-0.3014	-5.15
$γ_{5}$	0.1459	3.34
$γ_{6}$	-0.0548	-1.02
$γ_{7}$	0.2169	3.01
$γ_{8}$	-0.6434	-6.72

V-Lab

Ted Baker PLC Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ted Baker PLC Analyses