FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0678	9.95***
α ARCH Response to squared shocks	0.0876	34.22***
β GARCH Volatility persistence	0.9852	618.44***
ν DF Student-t tail thickness	8.9259	5.45***

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FTSE 100 Index GAS-GARCH Student T Volatility Analysis

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Volatility Forecast

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