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
$ω$	1.9717	19,717,470.00
$α$	0.8045	8,044,840.00
$β$	0.1718	1,718,070.00
$γ_{1}$	-4.7000	-46,999,680.00
$γ_{2}$	-8.9336	-89,336,110.00
$γ_{3}$	-12.0346	-120,345,500.00

V-Lab

McColl's Retail Group PLC 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