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
$m$	26
$α$	0.0000	0.00
$β$	0.6733	4.16
$γ$	0.1234	1.62
$λ_{1}$	2.4503	0.10
$λ_{2}$	0.1210	0.13
$λ_{3}$	0.5813	0.16

V-Lab

Vector Capital PLC MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vector Capital PLC Analyses