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
$ω$	0.0056	2.48
$α$	0.2804	2.88
$β$	0.4913	5.77
$γ_{1}$	-36.5342	-7.10
$γ_{2}$	44.9725	5.10
$γ_{3}$	-11.4291	-1.77
$γ_{4}$	7.2460	1.33
$γ_{5}$	-9.0544	-1.79
$γ_{6}$	7.4052	1.72
$γ_{7}$	-2.7819	-0.84
$γ_{8}$	-0.3463	-0.14
$γ_{9}$	-0.5484	-0.23
$γ_{10}$	1.8009	0.99

V-Lab

Pollen Street PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pollen Street PLC Analyses