S&P / ASX 200 Volatility Index

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FTSE 100 Implied Volatility Index 30 Days

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{type} for {date}

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	param	t-stat
$ω$	0.7131	3.72
$α$	0.0656	1.54
$β$	0.4126	1.58
$γ_{1}$	-1.0612	-1.73
$γ_{2}$	1.5314	1.74
$γ_{3}$	-1.2605	-1.55

V-Lab

ThinkSmart Ltd Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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