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
$ω$	1.5641	5.00
$α$	0.1140	4.91
$β$	0.8152	23.68
$γ_{1}$	0.5508	5.08
$γ_{2}$	-0.8082	-4.59
$γ_{3}$	0.3346	2.83
$γ_{4}$	-0.0769	-0.82
$γ_{5}$	-0.0640	-0.79
$γ_{6}$	0.1120	1.29
$γ_{7}$	0.0280	0.20

V-Lab

Urban&Civic plc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Urban&Civic plc Analyses