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
$ω$	0.6763	5.69
$α$	0.2274	4.20
$β$	0.6040	7.67
$γ_{1}$	-0.0233	-2.63

V-Lab

DP Eurasia BV Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other DP Eurasia BV Analyses