FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.3013	18.51
$α$	0.1103	14.02
$β$	0.7960	114.31
$γ$	0.0766	5.14

V-Lab

McKay Securities PLC GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other McKay Securities PLC Analyses