FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.0524	7.66
$α$	0.1430	12.70
$β$	0.9801	392.50
$γ$	-0.0763	-8.84

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OneSavings Bank PLC EGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other OneSavings Bank PLC Analyses