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
$ω$	0.9697	2.65
$α$	0.2235	4.29
$β$	0.5342	6.30
$γ_{1}$	0.5994	1.98
$γ_{2}$	-1.0154	-2.76
$γ_{3}$	0.8586	5.95
$γ_{4}$	-0.8978	-4.05
$γ_{5}$	0.7145	2.40
$γ_{6}$	-0.4986	-1.59
$γ_{7}$	1.4080	3.67

V-Lab

Thomas Cook Group PLC Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Thomas Cook Group PLC Analyses