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
$ω$	1.0159	3.22
$α$	0.1254	6.19
$β$	0.6432	10.79
$γ_{1}$	0.0298	0.40
$γ_{2}$	-0.0306	-0.28
$γ_{3}$	0.0386	0.60
$γ_{4}$	-0.0925	-1.71
$γ_{5}$	0.0908	1.86
$γ_{6}$	-0.0896	-2.72
$γ_{7}$	0.1529	5.57
$γ_{8}$	-0.2178	-7.32
$γ_{9}$	0.2524	5.95

V-Lab

Ricardo plc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ricardo plc Analyses