Index | Downside Volatility | Upside Volatility |
|
| |
FTSE MIB40—Italy | 0.210622 | 0.237809 |
CAC40—France | 0.191541 | 0.266914 |
DAX30—Germany | 0.196246 | 0.319617 |
FTSE100—UK | 0.181620 | 0.226903 |
IBEX—Spain | 0.199735 | 0.215180 |
AEX—Netherlands | 0.197460 | 0.276253 |