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
$ω$	2.1729	21,728,670.00
$α$	0.4765	4,765,110.00
$β$	0.4523	4,523,200.00
$γ_{1}$	8.6650	86,650,210.00
$γ_{2}$	-4.3942	-43,941,900.00
$γ_{3}$	-20.7791	-207,791,400.00
$γ_{4}$	-88.6376	-886,376,300.00
$γ_{5}$	220.8767	2,208,767,000.00

V-Lab

McColl's Retail Group PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other McColl's Retail Group PLC Analyses