CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

FTSE 100 Implied Volatility Index 30 Days

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{type} for {date}

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	param	t-stat
$ω$	0.6645	6.14
$α$	0.0292	0.92
$β$	0.3892	0.71
$γ_{1}$	0.1316	0.09
$γ_{2}$	-1.7234	-0.71
$γ_{3}$	3.7228	1.91
$γ_{4}$	-3.9706	-2.54
$γ_{5}$	2.0194	1.50
$γ_{6}$	1.3479	0.82
$γ_{7}$	-12.6657	-4.23

V-Lab

Esker Sa Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Esker Sa Analyses