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
$m$	61
$α$	0.0000	0.01
$β$	0.8973	24.93
$γ$	0.1171	3.98
$λ_{1}$	1.8466	0.26
$λ_{2}$	0.4762	0.22
$λ_{3}$	0.0000	0.00

V-Lab

Shell PLC MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Shell PLC Analyses