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
$ω$	0.7268	7.70
$α$	0.2014	5.93
$β$	0.6440	14.40
$γ_{1}$	-0.0624	-4.45
$γ_{2}$	0.0825	3.73
$γ_{3}$	-0.0134	-0.68
$γ_{4}$	-0.0052	-0.20

V-Lab

G4S PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other G4S PLC Analyses