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
$m$	21
$α$	0.0000	100.00
$β$	0.8468	8,467,630.00
$γ$	0.3065	3,064,540.00
$λ_{1}$	0.0000	10.00
$λ_{2}$	0.0130	129,900.00
$λ_{3}$	0.9870	9,870,100.00

V-Lab

ITSARM PLC MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other ITSARM PLC Analyses