FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.2843	4.20
$α$	0.0744	2.22
$β$	0.4957	1.72
$γ_{1}$	-3.0596	-3.38
$γ_{2}$	3.4545	2.28
$γ_{3}$	-0.4563	-0.39
$γ_{4}$	0.7419	0.96
$γ_{5}$	-1.4523	-2.06
$γ_{6}$	1.3402	1.55
$γ_{7}$	-1.1499	-1.34
$γ_{8}$	1.1715	1.25
$γ_{9}$	-0.8957	-1.19

V-Lab

Dewhurst Group PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dewhurst Group PLC Analyses