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
$ω$	1.1679	4.49
$α$	0.1949	4.92
$β$	0.5676	7.11
$γ_{1}$	2.4134	1.90
$γ_{2}$	-3.8793	-1.86
$γ_{3}$	3.4393	1.64
$γ_{4}$	-4.2826	-1.91
$γ_{5}$	4.7177	3.14
$γ_{6}$	-5.1585	-4.87
$γ_{7}$	6.2811	5.91
$γ_{8}$	-8.5583	-4.69
$γ_{9}$	16.2300	4.23

V-Lab

Bricks Newco Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bricks Newco Ltd Analyses