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
$ω$	0.5079	1.28
$α$	0.1435	2.78
$β$	0.0000	0.00
$γ_{1}$	-2.5898	-0.40
$γ_{2}$	0.4312	0.05
$γ_{3}$	4.4356	1.31
$γ_{4}$	-4.1701	-1.79
$γ_{5}$	2.2053	1.02
$γ_{6}$	-1.1286	-0.44
$γ_{7}$	6.0954	2.08
$γ_{8}$	-8.9995	-3.61

V-Lab

ECSC Group PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ECSC Group PLC Analyses