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
$m$	21
$α$	0.5249	5,248,650.00
$β$	0.6324	6,324,300.00
$γ$	-0.3146	-3,145,900.00
$λ_{1}$	0.0000	10.00
$λ_{2}$	1.0000	9,999,900.00
$λ_{3}$	0.0000	100.00

V-Lab

China Nonferrous Gold Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other China Nonferrous Gold Ltd Analyses