FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.5341	2.63
$α$	0.3300	6.14
$β$	0.2840	5.03
$γ_{1}$	-0.1225	-0.78
$γ_{2}$	0.2656	1.29
$γ_{3}$	-0.4003	-3.99
$γ_{4}$	0.5527	6.67
$γ_{5}$	-0.4941	-6.38
$γ_{6}$	0.1440	2.09
$γ_{7}$	0.1985	2.61
$γ_{8}$	-0.1755	-1.85
$γ_{9}$	0.0627	0.24

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Millennium & Copthorne Hotels PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Millennium & Copthorne Hotels PLC Analyses