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
$ω$	0.6931	3.82
$α$	0.0240	0.66
$β$	0.0000	0.00
$γ_{1}$	-25.5049	-1.42
$γ_{2}$	37.4865	1.47
$γ_{3}$	-16.5986	-1.05
$γ_{4}$	22.9087	1.71
$γ_{5}$	-56.4554	-3.97
$γ_{6}$	72.3676	3.32
$γ_{7}$	-45.6351	-3.16

V-Lab

Diageo Plc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Diageo Plc Analyses