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
$ω$	0.6100	2.72
$α$	0.2505	4.42
$β$	0.6499	8.75
$γ_{1}$	-0.1179	-1.49
$γ_{2}$	0.1511	1.34
$γ_{3}$	0.1166	1.60
$γ_{4}$	-0.4018	-5.41
$γ_{5}$	0.3664	5.18
$γ_{6}$	-0.1132	-2.40

V-Lab

Redde plc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Redde plc Analyses