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
$ω$	0.4442	3.03
$α$	0.1154	6.99
$β$	0.7455	20.36
$γ_{1}$	-0.2988	-2.19
$γ_{2}$	0.4333	2.22
$γ_{3}$	-0.1877	-1.86
$γ_{4}$	0.0667	0.91
$γ_{5}$	0.0138	0.16
$γ_{6}$	-0.0799	-0.87
$γ_{7}$	0.0998	1.51
$γ_{8}$	-0.0963	-1.82
$γ_{9}$	0.1584	2.76
$γ_{10}$	-0.3631	-3.25

V-Lab

RPS Group plc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other RPS Group plc Analyses