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
$ω$	0.1507	1.03
$α$	0.1830	1.82
$β$	0.0000	0.00
$γ_{1}$	-465.1708	-1.74
$γ_{2}$	457.9356	1.41
$γ_{3}$	80.0692	0.75
$γ_{4}$	-135.3545	-1.33
$γ_{5}$	204.2260	1.51
$γ_{6}$	-456.6429	-3.44
$γ_{7}$	776.4405	4.76
$γ_{8}$	-854.6414	-4.47
$γ_{9}$	378.6678	3.87
$γ_{10}$	166.3088	2.92

V-Lab

Calisen PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Calisen PLC Analyses