FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.3029	13.82
$α$	0.1183	13.69
$β$	0.8467	105.15
$γ$	0.3541	3.46

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OneSavings Bank PLC AGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other OneSavings Bank PLC Analyses