FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.0411	3.59
$α$	0.0050	2.82
$β$	0.9641	485.47
$γ$	0.0505	9.87

V-Lab

Debenhams PLC GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Debenhams PLC Analyses