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
$ω$	1.6615	2.07
$α$	0.2577	2.19
$β$	0.5714	6.93
$γ_{1}$	2.9758	0.38
$γ_{2}$	-0.0542	-0.01
$γ_{3}$	-6.8379	-1.08
$γ_{4}$	1.7501	0.31
$γ_{5}$	5.8489	1.10
$γ_{6}$	-4.3010	-0.68
$γ_{7}$	0.1229	0.02
$γ_{8}$	3.6569	0.49
$γ_{9}$	-18.9172	-2.37
$γ_{10}$	28.4943	5.50

V-Lab

Deliveroo PLC Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Deliveroo PLC Analyses