FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.2904	7.60
$α$	0.1235	8.93
$β$	0.7611	37.23
$γ$	0.1258	4.30

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Altus Strategies PLC GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Altus Strategies PLC Analyses