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
$ω$	0.9678	5.97
$α$	0.0884	5.98
$β$	0.8514	33.16
$γ_{1}$	0.0256	0.90
$γ_{2}$	0.0010	0.03
$γ_{3}$	-0.0930	-4.09
$γ_{4}$	0.1215	6.11
$γ_{5}$	-0.0934	-4.51
$γ_{6}$	0.0452	1.31

V-Lab

UBM PLC Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other UBM PLC Analyses