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
$ω$	2.3506	4.08
$α$	0.1749	3.88
$β$	0.5883	7.08
$γ_{1}$	10.8011	2.86
$γ_{2}$	-15.3036	-2.37
$γ_{3}$	8.5383	1.58
$γ_{4}$	-7.2944	-1.28
$γ_{5}$	5.1495	1.01
$γ_{6}$	-6.8716	-1.69
$γ_{7}$	12.3938	3.34
$γ_{8}$	-14.0929	-3.33
$γ_{9}$	14.0425	2.51
$γ_{10}$	-13.9574	-2.24

V-Lab

OnTheMarket PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other OnTheMarket PLC Analyses