FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.4615	4.73
$α$	0.0725	6.34
$β$	0.8957	139.21

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Altus Strategies PLC MEM Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Altus Strategies PLC Analyses