FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.0202	8.05
$α$	0.0957	32.88
$β$	0.9882	1,119.16
$γ$	-0.0572	-21.91

V-Lab

Ferguson PLC EGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ferguson PLC Analyses