FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.1050	15.38
$α$	0.0458	11.64
$β$	0.9129	262.18
$γ$	0.0443	7.01

V-Lab

Shire PLC GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Shire PLC Analyses