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
$ω$	0.4610	2.95
$α$	0.1268	7.31
$β$	0.7477	23.93
$γ_{1}$	-0.2880	-2.01
$γ_{2}$	0.4131	2.02
$γ_{3}$	-0.1733	-1.65
$γ_{4}$	0.0631	0.82
$γ_{5}$	0.0028	0.03
$γ_{6}$	-0.0531	-0.56
$γ_{7}$	0.0596	0.86
$γ_{8}$	-0.0365	-0.64
$γ_{9}$	0.0370	0.65
$γ_{10}$	-0.0477	-1.14

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RPS Group plc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other RPS Group plc Analyses