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
$ω$	1.0256	2.96
$α$	0.1148	6.03
$β$	0.7133	14.17
$γ_{1}$	0.0200	0.25
$γ_{2}$	-0.0111	-0.09
$γ_{3}$	0.0211	0.30
$γ_{4}$	-0.0801	-1.35
$γ_{5}$	0.0813	1.51
$γ_{6}$	-0.0759	-2.12
$γ_{7}$	0.1277	4.44
$γ_{8}$	-0.1669	-5.34
$γ_{9}$	0.1162	4.46

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Ricardo plc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ricardo plc Analyses