FTSE 100 Implied Volatility Index 30 Days

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	param	t-stat
$ω$	1.1815	4.87
$α$	0.1373	90.16
$β$	0.9949	981.12
$ν$	5.0524	28.20

V-Lab

FTSE SmallCap Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other FTSE SmallCap Index Analyses