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
$ω$	2.0641	1.89
$α$	0.6622	11.79
$β$	0.3370	6.00
$γ_{1}$	-0.9163	-5.11
$γ_{2}$	1.0340	4.27
$γ_{3}$	-0.0826	-0.69
$γ_{4}$	-0.1164	-1.16
$γ_{5}$	0.4524	4.12

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Sirius Minerals Plc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sirius Minerals Plc Analyses