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
$ω$	0.4880	6.90
$α$	0.1972	5.87
$β$	0.3676	5.51
$γ_{1}$	-0.1673	-2.92
$γ_{2}$	0.3187	3.27
$γ_{3}$	-0.1658	-1.73
$γ_{4}$	-0.1421	-1.50
$γ_{5}$	0.2832	3.88
$γ_{6}$	-0.0745	-1.30
$γ_{7}$	-0.2538	-3.82
$γ_{8}$	0.4098	4.47
$γ_{9}$	-0.3649	-1.73

V-Lab

Laird PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Laird PLC Analyses