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
$ω$	1.5696	2.93
$α$	0.1456	2.42
$β$	0.1486	0.57
$γ_{1}$	-3.8794	-0.47
$γ_{2}$	9.1654	0.84
$γ_{3}$	-8.5208	-1.47
$γ_{4}$	3.3290	0.46
$γ_{5}$	6.2834	0.92
$γ_{6}$	-16.4068	-2.71
$γ_{7}$	19.0878	2.07
$γ_{8}$	-18.8167	-1.62
$γ_{9}$	48.5886	3.71

V-Lab

Nightcap Plc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nightcap Plc Analyses