FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.3254	3.48
$α$	0.3207	4.67
$β$	0.4476	6.89
$γ_{1}$	1.6060	1.69
$γ_{2}$	-2.6064	-1.77
$γ_{3}$	2.1488	2.30
$γ_{4}$	-3.4702	-3.75
$γ_{5}$	4.1134	4.19
$γ_{6}$	-1.1003	-1.13
$γ_{7}$	-2.1898	-2.20
$γ_{8}$	2.3504	2.66
$γ_{9}$	-1.3993	-1.55
$γ_{10}$	0.7614	0.54

V-Lab

River Global PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other River Global PLC Analyses