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
$ω$	0.6954	3.63
$α$	0.0651	2.69
$β$	0.7275	5.29
$γ_{1}$	-0.5931	-0.36
$γ_{2}$	-0.0164	-0.01
$γ_{3}$	1.1558	0.92
$γ_{4}$	-0.1113	-0.08
$γ_{5}$	-0.5813	-0.29
$γ_{6}$	-0.9640	-0.44
$γ_{7}$	2.6746	1.13
$γ_{8}$	-6.0495	-2.02
$γ_{9}$	8.0838	3.25

V-Lab

Sanne Group plc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sanne Group plc Analyses