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
$ω$	0.7064	3.35
$α$	0.2749	5.96
$β$	0.6818	16.92
$γ_{1}$	-0.0561	-1.02
$γ_{2}$	0.2048	2.35
$γ_{3}$	-0.2482	-3.58
$γ_{4}$	0.0811	1.29
$γ_{5}$	0.1222	1.85
$γ_{6}$	-0.2111	-3.21
$γ_{7}$	0.1114	1.76
$γ_{8}$	0.1487	1.05

V-Lab

Daejan Holdings PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Daejan Holdings PLC Analyses