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
$ω$	0.6790	2.72
$α$	0.2750	3.40
$β$	0.4674	5.00
$γ_{1}$	0.3263	0.32
$γ_{2}$	-0.9681	-0.67
$γ_{3}$	0.9911	1.26
$γ_{4}$	-0.9132	-1.47
$γ_{5}$	2.4227	3.95
$γ_{6}$	-7.1388	-5.05

V-Lab

Alternative Credit Investments Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Alternative Credit Investments Analyses