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
$ω$	1.4242	3.58
$α$	0.3040	4.65
$β$	0.4430	5.21
$γ_{1}$	0.3606	0.75
$γ_{2}$	-0.6777	-0.96
$γ_{3}$	0.3256	0.75
$γ_{4}$	0.7937	1.89
$γ_{5}$	-1.5398	-2.93
$γ_{6}$	0.6011	0.98
$γ_{7}$	0.7418	1.34
$γ_{8}$	-0.9847	-2.10
$γ_{9}$	-0.1043	-0.18

V-Lab

Crestchic Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Crestchic Ltd Analyses