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
$ω$	1.3406	4.60
$α$	0.0000	0.00
$β$	0.9372	25.91
$γ_{1}$	2.1093	0.92
$γ_{2}$	-4.1599	-1.10
$γ_{3}$	4.5525	1.72
$γ_{4}$	-5.8223	-2.54
$γ_{5}$	7.6903	2.85
$γ_{6}$	-6.4183	-2.49

V-Lab

Arise AB Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Arise AB Analyses