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
$m$	41
$α$	0.0827	15.87
$β$	0.5527	21.59
$γ$	0.1148	9.88
$λ_{1}$	0.3092	0.73
$λ_{2}$	0.1112	0.78
$λ_{3}$	0.8305	3.73

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RPS Group plc MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other RPS Group plc Analyses