FTSE 100 Implied Volatility Index 30 Days

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	param	t-stat
$ω$	0.2921	14.24
$α$	0.1122	12.77
$β$	0.8548	108.39

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OneSavings Bank PLC GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other OneSavings Bank PLC Analyses