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
$ω$	1.2658	3.79
$α$	0.1644	6.63
$β$	0.6222	13.12
$γ_{1}$	0.0479	0.52
$γ_{2}$	-0.1084	-0.78
$γ_{3}$	0.0303	0.27
$γ_{4}$	0.1983	1.88
$γ_{5}$	-0.3725	-3.52
$γ_{6}$	0.2732	2.98
$γ_{7}$	-0.0404	-0.56
$γ_{8}$	0.0011	0.02
$γ_{9}$	-0.0617	-0.60
$γ_{10}$	0.0337	0.32

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Tyman plc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tyman plc Analyses