FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.0006	2.80
$α$	0.1425	36.82
$β$	0.8575	251.98
$γ$	0.0683	6.50
$δ$	1.9874	24.37

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Arrow Global Group Ltd Asy. Power MEM Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Arrow Global Group Ltd Analyses