FTSE 100 Implied Volatility Index 30 Days

CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	-0.0140	-3.30
$α$	1.6446	7.00
$β$	0.4543	18.40
$γ$	0.1385	11.44

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Calisen PLC AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Calisen PLC Analyses