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
$m$	126
$α$	0.4572	12.46
$β$	0.1418	6.43
$γ$	-0.1216	-2.27
$λ_{1}$	0.1125	0.41
$λ_{2}$	0.0169	0.33
$λ_{3}$	0.9708	12.31

V-Lab

Smoove Plc MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Smoove Plc Analyses