FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.4740	6.20
$α$	0.0765	6.85
$β$	0.8801	41.30
$γ_{1}$	-0.0743	-1.22
$γ_{2}$	0.1910	1.94
$γ_{3}$	-0.2191	-3.28
$γ_{4}$	0.1934	2.88
$γ_{5}$	-0.3714	-3.44

V-Lab

SABMiller PLC Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SABMiller PLC Analyses