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
$ω$	1.9923	1.05
$α$	0.5188	1.98
$β$	0.4015	3.22
$γ_{1}$	36.0667	1.69
$γ_{2}$	-44.6762	-1.45
$γ_{3}$	7.0361	0.44
$γ_{4}$	5.8565	0.35
$γ_{5}$	-29.7910	-1.35
$γ_{6}$	76.8589	3.22
$γ_{7}$	-119.3889	-4.45
$γ_{8}$	147.1812	5.94
$γ_{9}$	-118.0103	-7.76

V-Lab

CMO Group PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CMO Group PLC Analyses