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
$ω$	1.1894	4.42
$α$	0.4247	4.74
$β$	0.1444	2.44
$γ_{1}$	-0.6692	-3.01
$γ_{2}$	0.9526	2.79
$γ_{3}$	-0.4270	-1.85
$γ_{4}$	0.3365	1.52
$γ_{5}$	-0.2840	-1.07
$γ_{6}$	0.1641	0.57
$γ_{7}$	-0.2559	-0.70

V-Lab

Impellam Group PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Impellam Group PLC Analyses