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
$m$	46
$α$	0.0523	8.92
$β$	0.7746	75.00
$γ$	0.1108	8.11
$λ_{1}$	0.0198	0.42
$λ_{2}$	0.1515	6.79
$λ_{3}$	0.8485	24.53

V-Lab

Britvic PLC MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Britvic PLC Analyses