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
$ω$	0.0162	1.52
$α$	0.0000	0.00
$β$	0.9179	8.08
$γ_{1}$	-116.1477	-4.93
$γ_{2}$	131.1738	4.14
$γ_{3}$	-21.9782	-1.26
$γ_{4}$	21.6549	1.60
$γ_{5}$	-31.2643	-2.69
$γ_{6}$	32.4634	2.33
$γ_{7}$	-24.5499	-1.64
$γ_{8}$	4.3010	0.29
$γ_{9}$	15.9276	1.00
$γ_{10}$	-18.6300	-1.30

V-Lab

MJ Hudson Group PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other MJ Hudson Group PLC Analyses