FTSE 100 Implied Volatility Index 30 Days

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	param	t-stat
$ω$	0.0845	12.77
$α$	0.2011	11.76
$β$	0.7774	106.20
$γ$	0.0431	1.51

V-Lab

OneSavings Bank PLC Asy. MEM Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other OneSavings Bank PLC Analyses