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
$ω$	0.8878	1.08
$α$	0.4961	2.70
$β$	0.3507	5.23
$γ_{1}$	-7.1846	-1.49
$γ_{2}$	10.2535	1.63
$γ_{3}$	-2.3844	-0.79
$γ_{4}$	-3.4204	-1.08
$γ_{5}$	5.0555	1.73
$γ_{6}$	-1.4844	-0.63
$γ_{7}$	-14.0684	-5.29

V-Lab

Mccarthy & Stone Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mccarthy & Stone Ltd Analyses