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
$ω$	0.6476	2.38
$α$	0.1408	2.95
$β$	0.5384	2.96
$γ_{1}$	-10.0414	-1.11
$γ_{2}$	15.1651	1.22
$γ_{3}$	-5.5873	-0.96
$γ_{4}$	1.6790	0.25
$γ_{5}$	-9.3952	-1.17
$γ_{6}$	16.5486	2.47
$γ_{7}$	-11.5837	-2.21
$γ_{8}$	3.9341	0.94

V-Lab

Craven House Capital PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Craven House Capital PLC Analyses