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
$ω$	2.1281	2.77
$α$	0.1146	3.98
$β$	0.8775	32.83
$γ_{1}$	3.6717	1.12
$γ_{2}$	-6.0889	-1.22
$γ_{3}$	3.9160	1.03
$γ_{4}$	-3.3313	-1.02
$γ_{5}$	1.7570	0.59
$γ_{6}$	5.8212	2.15
$γ_{7}$	-10.9725	-4.08
$γ_{8}$	7.7695	3.46
$γ_{9}$	-5.2813	-2.60
$γ_{10}$	5.5771	1.66

V-Lab

Origo Partners PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Origo Partners PLC Analyses