FTSE 100 Implied Volatility Index 30 Days

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	param	t-stat
$ω$	0.1822	3.85
$α$	0.1240	16.61
$β$	0.8475	126.30
$γ$	1.5489	8.79

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Navigator Holding Tissue UK Ltd AGARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

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