FTSE 100 Implied Volatility Index 30 Days

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{type} for {date}

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	param	t-stat
$ω$	1.6722	2.21
$α$	0.2636	3.11
$β$	0.7158	16.37
$γ_{1}$	-0.5940	-0.04
$γ_{2}$	2.5502	0.12
$γ_{3}$	-1.1319	-0.11
$γ_{4}$	-9.1652	-1.06
$γ_{5}$	14.3218	2.91

V-Lab

Cool Company Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cool Company Ltd Analyses