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
$ω$	0.6112	3.25
$α$	0.2158	4.78
$β$	0.4268	4.29
$γ_{1}$	-0.4201	-0.30
$γ_{2}$	-0.7937	-0.40
$γ_{3}$	4.3794	3.99
$γ_{4}$	-7.3441	-7.50
$γ_{5}$	6.9516	6.47
$γ_{6}$	-3.7933	-3.67
$γ_{7}$	1.0374	1.09
$γ_{8}$	0.1714	0.14

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Aberforth Split Level Income Trust PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Aberforth Split Level Income Trust PLC Analyses