S&P / ASX 200 Volatility Index

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	param	t-stat
$ω$	0.0811	5.52
$α$	0.0612	16.27
$β$	0.9335	262.66
$γ$	0.4807	3.46

V-Lab

Virgin Money UK PLC AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Virgin Money UK PLC Analyses