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
$ω$	0.2557	4.49
$α$	0.0643	2.09
$β$	0.3105	1.02
$γ_{1}$	-3.6566	-3.71
$γ_{2}$	3.9645	2.60
$γ_{3}$	-0.4657	-0.45
$γ_{4}$	1.1208	0.83
$γ_{5}$	-1.9344	-1.14
$γ_{6}$	1.6947	1.25
$γ_{7}$	-1.3623	-1.32
$γ_{8}$	1.1435	1.13
$γ_{9}$	-1.3432	-1.10
$γ_{10}$	3.7534	1.93

V-Lab

Dewhurst Group PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dewhurst Group PLC Analyses