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
$ω$	1.3256	3.88
$α$	0.1658	6.74
$β$	0.6270	13.77
$γ_{1}$	0.0710	0.78
$γ_{2}$	-0.1409	-1.02
$γ_{3}$	0.0415	0.37
$γ_{4}$	0.2009	1.88
$γ_{5}$	-0.3856	-3.60
$γ_{6}$	0.2944	3.18
$γ_{7}$	-0.0712	-0.99
$γ_{8}$	0.0532	0.81
$γ_{9}$	-0.1710	-2.04
$γ_{10}$	0.2960	1.44

V-Lab

Tyman plc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tyman plc Analyses