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
$ω$	0.6038	1.47
$α$	0.1455	3.95
$β$	0.7047	10.84
$γ_{1}$	1.8773	0.84
$γ_{2}$	-5.1338	-1.78
$γ_{3}$	6.4528	3.82
$γ_{4}$	-5.6626	-3.81
$γ_{5}$	5.1163	3.36
$γ_{6}$	-4.7188	-2.43
$γ_{7}$	3.0419	1.51
$γ_{8}$	-1.8765	-0.99
$γ_{9}$	1.7810	1.00
$γ_{10}$	-0.8640	-0.39

V-Lab

Quarto Group Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Quarto Group Inc Analyses