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
$ω$	0.3745	2.59
$α$	0.1057	2.62
$β$	0.0924	0.79
$γ_{1}$	2.3423	1.93
$γ_{2}$	-6.3922	-3.87
$γ_{3}$	7.3804	6.71
$γ_{4}$	-4.9983	-4.12
$γ_{5}$	2.8500	2.38
$γ_{6}$	-1.9044	-1.87
$γ_{7}$	1.0159	1.11
$γ_{8}$	-1.8832	-2.26
$γ_{9}$	3.6601	5.03
$γ_{10}$	-2.8151	-4.06

V-Lab

Chamberlin PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Chamberlin PLC Analyses