FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.6515	2.76
$α$	0.1015	2.37
$β$	0.2710	0.90
$γ_{1}$	-4.9316	-0.50
$γ_{2}$	11.4629	0.83
$γ_{3}$	-8.9160	-0.76
$γ_{4}$	-0.2090	-0.02
$γ_{5}$	10.4566	0.81
$γ_{6}$	-14.5390	-1.03
$γ_{7}$	8.9576	0.64
$γ_{8}$	-4.6784	-0.41
$γ_{9}$	13.8888	1.17
$γ_{10}$	-20.2599	-1.81

V-Lab

Nightcap Plc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nightcap Plc Analyses