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
$ω$	1.2758	2.61
$α$	0.1879	6.32
$β$	0.7270	18.39
$γ_{1}$	-0.5097	-0.93
$γ_{2}$	1.0914	1.41
$γ_{3}$	-1.5157	-2.94
$γ_{4}$	1.7528	3.47
$γ_{5}$	-1.1708	-2.36
$γ_{6}$	0.6085	1.42
$γ_{7}$	-0.3477	-0.87
$γ_{8}$	0.0901	0.18
$γ_{9}$	0.1277	0.23
$γ_{10}$	-1.7930	-2.59

V-Lab

Mattioli Woods PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mattioli Woods PLC Analyses