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
$ω$	0.0565	3.27
$α$	0.0627	1.24
$β$	0.0000	0.00
$γ_{1}$	-6.4766	-0.78
$γ_{2}$	-5.9127	-0.41
$γ_{3}$	25.8866	2.40
$γ_{4}$	-28.3212	-4.03
$γ_{5}$	28.8603	3.26
$γ_{6}$	-28.3868	-2.68
$γ_{7}$	32.5671	3.71
$γ_{8}$	-35.7175	-4.11
$γ_{9}$	37.9315	2.32

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Trackwise Designs PLC Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Trackwise Designs PLC Analyses