FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.4411	3.33
$α$	0.0837	2.77
$β$	0.8788	19.46
$γ_{1}$	-4.7514	-1.39
$γ_{2}$	8.2523	1.37
$γ_{3}$	-1.0859	-0.22
$γ_{4}$	-8.5215	-2.22
$γ_{5}$	13.3148	3.98
$γ_{6}$	-14.5339	-4.35
$γ_{7}$	12.3798	2.38
$γ_{8}$	-8.4898	-1.27
$γ_{9}$	7.7540	1.46
$γ_{10}$	-5.3477	-0.89

V-Lab

City of London Group PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other City of London Group PLC Analyses