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
$m$	66
$α$	0.0422	18.99
$β$	0.8691	136.76
$γ$	0.0693	16.20
$λ_{1}$	0.0140	6.52
$λ_{2}$	0.0380	4.66
$λ_{3}$	0.9562	106.83

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