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
$ω$	1.4462	5.83
$α$	0.1218	6.70
$β$	0.7772	21.37
$γ_{1}$	0.4131	6.51
$γ_{2}$	-0.6009	-6.56
$γ_{3}$	0.3211	5.52
$γ_{4}$	-0.2561	-4.70
$γ_{5}$	0.1611	1.95

V-Lab

Middlefield Canadian Income Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Middlefield Canadian Income Analyses