FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0220	21.62
$α$	0.0151	8.62
$β$	0.8938	497.13
$γ$	0.1379	27.19

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FTSE 100 Index GJR-GARCH Volatility Analysis

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