FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.0047	4.91
$α$	0.0662	15.73
$β$	0.9379	255.49
$γ$	0.2349	7.99

V-Lab

Independent Investment Trust PLC/Fund AGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Independent Investment Trust PLC/Fund Analyses