FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.4319	12.77
$α$	0.4850	21.42
$β$	0.7708	44.92
$γ$	-0.0184	-1.21

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Clinigen Ltd EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Clinigen Ltd Analyses