FTSE 100 Implied Volatility Index 30 Days

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	param	t-stat
$ω$	0.4433	13.48
$α$	0.0308	6.78
$β$	0.8639	121.52
$γ$	0.1699	5.31

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Navigator Holding Tissue UK Ltd GJR-GARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

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