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
$ω$	0.8188	1.92
$α$	0.0946	3.74
$β$	0.7054	8.75
$γ_{1}$	-0.6011	-0.72
$γ_{2}$	0.3842	0.34
$γ_{3}$	0.7721	1.49
$γ_{4}$	-1.5916	-3.50
$γ_{5}$	2.0746	4.72
$γ_{6}$	-1.2157	-3.19
$γ_{7}$	-0.3591	-0.93
$γ_{8}$	1.4172	3.32
$γ_{9}$	-1.5688	-2.61
$γ_{10}$	2.2662	1.74

V-Lab

Totally PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Totally PLC Analyses