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
$ω$	1.1356	3.60
$α$	0.1667	4.29
$β$	0.4024	3.92
$γ_{1}$	0.0769	1.33
$γ_{2}$	-0.1532	-1.91
$γ_{3}$	0.1411	3.40
$γ_{4}$	-0.0708	-1.57

V-Lab

Ideagen Ltd Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ideagen Ltd Analyses