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
$ω$	2.3928	0.96
$α$	0.4870	4.06
$β$	0.4637	9.91
$γ_{1}$	7.6940	1.07
$γ_{2}$	-14.2194	-1.33
$γ_{3}$	10.3319	1.58
$γ_{4}$	-5.7676	-1.10
$γ_{5}$	3.4684	0.52
$γ_{6}$	-10.5045	-1.34
$γ_{7}$	16.9782	3.15

V-Lab

Calliditas Therape Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Calliditas Therape Analyses