FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.6895	11.90
$α$	0.3353	17.12
$β$	0.5721	34.52
$γ$	-0.0684	-2.32

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Abcam PLC Asy. MEM Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Abcam PLC Analyses