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
$ω$	1.0986	3.05
$α$	0.0000	0.00
$β$	0.9389	26.35
$γ_{1}$	-0.4856	-0.59
$γ_{2}$	0.7706	0.65
$γ_{3}$	-0.9223	-0.95
$γ_{4}$	3.9888	2.13

V-Lab

Arise AB Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Arise AB Analyses