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
$ω$	2.5615	3.91
$α$	0.0880	2.91
$β$	0.5711	4.17
$γ_{1}$	-1.1914	-0.77
$γ_{2}$	3.6742	1.64
$γ_{3}$	-4.1418	-3.14
$γ_{4}$	4.1123	3.24
$γ_{5}$	-5.2453	-3.43
$γ_{6}$	4.8337	2.93
$γ_{7}$	-3.4062	-1.95
$γ_{8}$	2.7965	1.57
$γ_{9}$	-2.4653	-1.56
$γ_{10}$	1.1876	1.02

V-Lab

Argo Group Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Argo Group Ltd Analyses