FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$m$	126
$α$	0.1262	14.15
$β$	0.3452	17.05
$γ$	0.3730	11.90
$λ_{1}$	0.0301	0.71
$λ_{2}$	0.0075	0.99
$λ_{3}$	0.9892	95.68

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Alpha Group International PLC MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Alpha Group International PLC Analyses