FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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CBOE S&P 500 6-Month Volatility Index

CBOE S&P 500 One-Year Volatility Index

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	param	t-stat
$ω$	0.0885	10.45
$α$	0.0657	18.72
$β$	0.9135	221.93
$γ$	0.4434	13.19
$δ$	1.2380	18.67

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