FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.0322	11.35
$α$	0.1445	21.98
$β$	0.8478	247.60
$γ$	0.0154	1.25

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Esken Ltd Asy. MEM Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Esken Ltd Analyses