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
$ω$	0.2660	1.99
$α$	0.2352	3.95
$β$	0.2077	1.68
$γ_{1}$	5.0213	1.97
$γ_{2}$	-8.2939	-2.33
$γ_{3}$	4.4305	2.37
$γ_{4}$	-1.0354	-0.81
$γ_{5}$	-0.5115	-0.37
$γ_{6}$	2.0236	1.33
$γ_{7}$	-4.5566	-3.11
$γ_{8}$	4.9440	3.12
$γ_{9}$	-2.7088	-1.74
$γ_{10}$	2.4559	0.97

V-Lab

Non-Standard Finance PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Non-Standard Finance PLC Analyses