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
$ω$	0.1660	1.45
$α$	0.1735	1.55
$β$	0.0000	0.00
$γ_{1}$	-299.6745	-2.43
$γ_{2}$	358.0029	2.15
$γ_{3}$	-25.5011	-0.35
$γ_{4}$	-128.6270	-1.77
$γ_{5}$	252.9126	2.46
$γ_{6}$	-375.7520	-2.42
$γ_{7}$	291.7620	1.92

V-Lab

Calisen PLC Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Calisen PLC Analyses