FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.0253	20.76
$α$	0.0509	29.40
$β$	0.9483	654.91
$γ$	0.6093	26.05
$δ$	1.1496	27.36

V-Lab

Ferguson PLC APARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ferguson PLC Analyses