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
$ω$	0.7218	2.77
$α$	0.2591	4.75
$β$	0.5983	8.51
$γ_{1}$	-0.1751	-0.42
$γ_{2}$	0.3594	0.63
$γ_{3}$	-0.6035	-1.60
$γ_{4}$	1.4391	2.13

V-Lab

DP Eurasia BV Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other DP Eurasia BV Analyses