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
$ω$	0.2969	4.12
$α$	0.1245	5.04
$β$	0.6884	9.93
$γ_{1}$	-0.1736	-1.23
$γ_{2}$	0.1255	0.53
$γ_{3}$	0.0867	0.52
$γ_{4}$	-0.0929	-0.89
$γ_{5}$	0.1892	2.62
$γ_{6}$	-0.2821	-4.01
$γ_{7}$	0.1594	1.59
$γ_{8}$	0.0306	0.29
$γ_{9}$	-0.0104	-0.07
$γ_{10}$	-0.0686	-0.46

V-Lab

Jardine Lloyd Thompson Group PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Jardine Lloyd Thompson Group PLC Analyses