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
$ω$	0.0654	2.37
$α$	0.1580	2.39
$β$	0.0000	0.00
$γ_{1}$	-64.7989	-5.37
$γ_{2}$	87.1315	4.20
$γ_{3}$	-33.0132	-1.74
$γ_{4}$	18.0186	1.07
$γ_{5}$	-18.5831	-1.42
$γ_{6}$	13.7884	1.01
$γ_{7}$	3.4711	0.25
$γ_{8}$	-7.7447	-0.47
$γ_{9}$	-25.8271	-1.28
$γ_{10}$	115.7336	5.81

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Hermes Pacific Investments PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hermes Pacific Investments PLC Analyses