FTSE 100 Implied Volatility Index 30 Days

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	param	t-stat
$ω$	0.0101	29.20
$α$	0.1282	33.35
$β$	0.8079	260.97
$γ$	0.1152	15.87

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FTSE SmallCap Index GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other FTSE SmallCap Index Analyses