FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.0250	6.66
$α$	0.0644	42.10
$β$	0.9187	468.72
$γ$	0.7896	26.93

V-Lab

Ferguson PLC AGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ferguson PLC Analyses