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
$ω$	1.3006	2.77
$α$	0.2216	4.19
$β$	0.5636	6.69
$γ_{1}$	-2.2775	-1.75
$γ_{2}$	4.3623	2.33
$γ_{3}$	-3.4193	-2.50
$γ_{4}$	2.4899	1.84
$γ_{5}$	-1.7676	-1.52
$γ_{6}$	1.3023	1.10
$γ_{7}$	-1.4915	-1.16
$γ_{8}$	1.6908	1.19
$γ_{9}$	-3.2368	-1.75
$γ_{10}$	5.7751	2.54

V-Lab

Marlowe PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Marlowe PLC Analyses