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
$ω$	0.7558	3.24
$α$	0.1304	6.41
$β$	0.7616	22.51
$γ_{1}$	-0.0469	-0.75
$γ_{2}$	0.0958	1.15
$γ_{3}$	-0.1081	-2.40
$γ_{4}$	0.0997	2.16
$γ_{5}$	-0.0924	-2.17
$γ_{6}$	0.1264	3.88
$γ_{7}$	-0.1419	-4.40
$γ_{8}$	0.0964	3.36

V-Lab

WM Morrison Supermarkets Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other WM Morrison Supermarkets Ltd Analyses