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
$ω$	1.2718	1.86
$α$	0.1782	3.96
$β$	0.8202	18.09
$γ_{1}$	-3.7592	-0.85
$γ_{2}$	12.3373	1.82
$γ_{3}$	-20.3085	-2.68
$γ_{4}$	20.4714	2.30
$γ_{5}$	-15.7038	-2.18
$γ_{6}$	9.6962	1.70
$γ_{7}$	0.5168	0.10
$γ_{8}$	-5.9912	-1.52

V-Lab

Neurocrine Group Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Neurocrine Group Ltd Analyses