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
$m$	41
$α$	0.1075	2.96
$β$	0.6529	10.29
$γ$	-0.0358	-0.84
$λ_{1}$	0.0029	0.42
$λ_{2}$	0.2648	1.73
$λ_{3}$	0.7352	13.73

V-Lab

Sanne Group plc MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sanne Group plc Analyses